Anastasia Romanov (1901-1918) has become one of the most romanticized figures in history, due to her noble birth, playful personality, and the tragic, mysterious circumstances of her death.

To understand Anastasia Romanov, one must understand the world "Her Imperial Highness the Grand Duchess (equivalent to a princess) Anastasia Nicholaievna Romanov" entered at birth. She was the youngest daughter of Czar (equivalent to an emperor or king) Nicholas II, who, as progenitor of the Romanov dynasty (autocratic rulers of Russia for almost three hundred years), believed he inherited the God-given right to rule. The Romanovs embodied Russia and maintained inseparable ties to the Orthodox church. Many of their subjects, especially peasants, looked to them as demigods.

When Anastasia was born in 1901, Russia was the largest, richest country in Europe. Great wealth was concentrated among the aristocracy and a small upper class, while eighty percent of the population lived in...