By Alexander Winning and Katya Golubkova MOSCOW, Feb 28 (Reuters) - Thousands of stunned Russians laid flowers and lit candles on Saturday on the bridge where opposition politician Boris Nemtsov was shot dead near the Kremlin, a murder that showed the risks of speaking out against President Vladimir Putin. Nemtsov, 55, was shot four times in the back by assailants in a white car as he walked across the bridge over the Moskva River in central Moscow with a Ukrainian woman, who was unhurt, just before midnight on Friday, police said.