Like most European royals of the turn on the century, Anastasia was a descendant of Queen Victoria of England. Anastasia's mother, Alexandra, was the daughter of Victoria's daughter Alice. Alice's older brother, Edward (who became Kind Edward VII after Victoria's death) would became the great-grandfather of Queen Elizabeth II. Queen Victoria's nine children all united the royal families and for the most part, they were all very close with one another. Most especially Edward's oldest son George and Nicholas who both looked so similar, they could have been identical twins.
When the Bolsheviks took over Russia, England offered the Romanov's asylum. King George refused for fear that his own people would hate him for taking in his German cousin and her weak husband (the German prejudice of WWI is what caused England's royal family to change their German name Saxe-Coburg and Gotha--which they received from Prince Albert--to Windsor from Shakespeare's play "The Merry Wives of Windsor").
Anastasia's parents, Nicholas and Alexandra, met at a wedding when they were young teenagers and fell in love immediately. Many people thought that Alexandra was not a good choice for the future Tsarina of Russia. She was raised in Germany, was painfully shy, hated social gatherings and was very spoiled. However, Nicholas would have no one else. Although Alexandra loved Nicholas she was unsure about marrying him because it would mean she would have to convert to the Russian Orthodox Church, but eventually she was persuaded to say yes out of duty.
Nicholas and Alexandra were married a few weeks after Nicholas' father died and both were crowned Emperor and Empress of Russia a year later. Nicholas had not been trained well to rule an empire and proved to be a weak Tsar. However, he was a loving father who adored his children and hardly said no to his wife. Alexandra, for her part, hated Russia and the people and preferred to stay with her children. When WWI hit, the people regarded Alexandra as a German spy. Also her devotion to Rasputin, whom she considered a man of God, caused even more hatred among the people who thought that he was controlling the family and the country.
After Nicholas abdicated, the family was put under house arrest in several different camps across Siberia. Much to people's surprise, the family lived remarkably well and seemed to enjoy the simple peasant life. Nicholas had a military upbringing of sleeping on cots, taking cold baths, doing chores and understanding survival. This training he passed on to his children and they were all able to adapt easily to captive life.
Even though the Romanov children were sheltered, they were not cut off from their extended family. Some members they liked (like their English relatives) and some they despised (the children of Nicholas' sister, Xenia). The Romanov children, themselves, were all very close and spent every moment with each other. While Alexei was considered the most important of the children, the girls had the uncanny abilities captured the hearts of everyone they came across. Each child was unique and distinct in their own way.
Grand Duchess Olga Romanov: As the firstborn child, Olga considered herself the second mother to her younger siblings. She was a level headed girl who enjoyed school. Olga tended to be fiercely independent and had a fiery temper. When she heard the news the Prince Edward of England had interest in marrying her, she steadfastly refused to comply and after negotiation, her parents let her have her way. Naturally, she was close to Tatiana and both girls served as nurses during the war.
Grand Duchess Tatiana Romanov: Tatiana was considered most clever of all the children and well as the most talented. She was her mother's traveling companion and personal stylist. Unlike Olga who was a mother hen, Tatiana tended to bully the younger two girls around. Tatiana was more in control of her emotions than Olga and was interested in political and social issues. In 1913, Tatiana contracted typhoid fever after drinking contaminated water and her head had to be completely shaven. Afterwards she wore a wig.
Grand Duchess Marie (or Maria) Romanov: Mashka as she was known to her family, Marie was considered the most beautiful of all the girls, even though she tended to be an airhead from time to time. She was a sweet, engaging girl and a hopeless romantic. Marie oftentimes felt herself caught between following behind her two ladylike older sisters or having fun with Anastasia. She had no shortage of male admirers, primarily Lord Louis Mountbatten who was hopelessly in love with her and kept a photograph of her until the day he died.
Grand Duchess Anastasia Romanov: The little imp who was the favorite of her father and her paternal grandmother, Empress Maria Feodorovna. Anastasia loved fun, games and mischief. She was close to Marie and Alexei and despite her antics, was rarely if ever in trouble with her parents. Anastasia tended to have bad health problems from the time she was a child and had problems with bunions and bad back muscles. Anastasia was a talented artist and spent a good deal of time painting, drawing, and color tinting photographs.
Tsesarevich Alexei Romanov: The long-awaited son who was suppose to bring stability to the empire, but instead brought destruction. Alexei suffered from a genetic condition called hemophilia. This condition caused Alexandra and Nicholas to make some very hard and unwise decisions and brought into their lives, Grigory Rasputin, who would destroy the family in the end. Despite his illness, Alexei was just like any other boy who loved the outdoors, army life and reading. He was pampered by his mother and sisters, but according to his tutors was not spoiled at all and was incredibly intelligent with remarkable insight for someone so young.