The Latinos Post has reviewed Anna Karenina and here's what they had to say about Oblonsky's story:

The other side story that adds dimension to the film is Oblonsky and Dolly's failed marriage. Wright makes an interesting choice of making Oblonsky the comic relief in an otherwise grave story; and it is a brilliant choice to be sure. Matthew [Macfadyen] is unrecognizable behind his massive mustache, but his exuberance refreshes the story every time it moves into darker territory. More importantly, the fact that Oblonsky seems to be the jokester in the story balances well with his attitudes toward marriage and society. Kelly McDonald's Dolly is a more tragic character; she is a woman that must come to terms with the fact that the unhappiness in her marriage is her fate. But she is also left as comic relief as McDonald's delivery is often exaggerated to fit in with the style of that particular storyline.