Sochi lies on the Black Sea, just 300 miles away from the heartland of an Islamic militancy in the North Caucasus. Doku Umarov, the leader of the insurgents known to some as Russia's Osama bin Laden, told his followers last summer they should do what they can to disrupt the Games, which he called a "satanic dance" on the bones of their ancestors.
In the past three months, Russia has suffered three suicide bombings in southern cities attributed to the militants. In January the U.S. State Department urged its citizens traveling to Sochi to be "vigilant and exercise good judgment" during the Games because of the terror threat.
But Team USA has not been detered, U.S. Olympic Committee CEO Scott Blackmun said today.
"Any time you have an event on this scope and scale there are security threats. There are terrorism threats. What makes this one a little bit different, and frankly a little bit more concerning when you think about, is that someone has surfaced and levied an expressed threat. But it's not going to change the fact that the United States is going to show up and compete in these games and that their fans will be here," he said.
ABC News' Lee Ferran contributed to this report.