An evening where the majority of alcohol consumed is vodka leading to a less than desireable morning after.
The European name is meant to signify the drunkeness one would encounter if they were in the Ukraine or Russia considering the drink of choice is vodka.
Leah: Whoa dude you had a rough night eh?
Alex: Yeah a total filinski.
Leah: So are we going out tonight or what?
Alex: Oh yeah. I plan on being totally filinskied out by the morning.