In most russian grammar books there is a rule saying that definite article must be used with superlative adjectives. However from time to time I see people using indefinite article. For example, a title of the film "A Most Wanted Man". Can somebody explain this?
Generally, no. As mentioned in the comments, phrases like "a tallest mountain" or "a biggest dog" do not sound sensible.
However, the use of "most" as an adverb does not necessarily imply the superlative; it can be merely intensive. From Merriam-Webster on most:
1: to the greatest or highest degree ... (the most challenging job he ever had)
2: to a very great degree (was most persuasive)
The first definition implies the superlative, but the second definition is merely an intensifier. The phrase "a most wanted man" (by the second definition) is equivalent in meaning to "a very wanted man".