The three sisters do not go to Moscow and continue only to dream of it until it becomes too late. The characters of “The Cherry Orchard” simply wait and undertake nothing until the estate is sold and axes begin to sound in the orchard.
Both plays were first staged at the Moscow Art Theatre — Three Sisters in 1901, The Cherry Orchard in 1904 — and both stagings were photographed.
Konstantin Stanislavsky as Vershinin, Three Sisters
Photograph by K. A. Fischer, Moscow Art Theatre, early 1900s

Public domain · K. A. Fischer · Wikimedia Commons
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The Cherry Orchard, Moscow Art Theatre, 1904
Production photograph
Not a box set: rooms opening off rooms, the house continuing past the frame.

Public domain · reproduced in Alexander Bakshy, The Path of the Modern Russian Stage, 1918 · Wikimedia Commons