How straight is the Kola superdeep borehole?
Borehole drifted from straight vertical by ~840 meters over 12,000 meters.  All drill-bore wander side to side some and Kola borehole did not drift much until depth exceeded 5000 meters. 

See page 102 in the linked document.

Typical rotatory drill heads designed for vertical drilling can be steer to a small degree by using a simple concept: point the bit in the direction that one wants to drill. A common way to achieve this is by the use of a bend near the bit in a down hole steerable mud motor. the bend points the bit in a direction different from the axis of the well bore.

By spinning the drill head at a different rate vs the drill stem, allows the bit to drill in the direction it points.

Reference: PDF document gives an excellent technical summary of the project.