GRAND DUCHESSES OLGA, Tatiana, Maria, and Anastasia were born in an era when royals still needed to marry other royals, or else the marriage would be declared morganatic and their offspring would not inherit their titles. But Nicholas and Alexandra had married for love and wanted the same for their beloved daughters. They trawled through the pool of eligible European royals and considered candidates from the Balkan countries, as well as the sons of their first cousins in Germany and Great Britain, but no great romances ensued and the outbreak of war in 1914 put the search on hold.

The Romanov girls had led cloistered lives, rarely socializing except with direct family members, and as a result they were young for their ages. Most evenings were spent at home sewing, reading, and playing card games such as bezique and board games such as halma. Before 1914 their main contact with the opposite sex had been with sailors on the royal yacht Shtandart or members of the imperial guard, whom they would rope in to games of tennis or croquet. Olga had crushes on a couple of them, writing breathlessly in her diary in February 1913, “Sat with AKSH [Alexander Konstantinovich Shvedov] . . . and strongly fell in love with him.” But she was fickle; by June 10 that year she was writing of Pavel Voronov, an officer on the Shtandart: “He is so affectionate . . . I love him so much!”

The outbreak of war in 1914 brought many potential new beaus into their sphere when the Catherine Palace at Tsarskoe Selo was turned into a makeshift military hospital, and Olga, then aged eighteen, and Tatiana, seventeen, trained as nurses. It was by far the most exciting thing that had ever happened to them.

Soon Olga met the man who would be the great love of her life: Dmitri Shakh-Bagov, known to all as Mitya, a soldier she nursed in 1914. They corresponded after he went back to the front, and a sister at the hospital wrote in her 1916 diary, “A letter came from Shakh-Bagov. Olga . . . threw all her things around from delight—she felt feverish and she jumped around, saying: ‘Can one have a stroke at 20 years old? I think I am having a stroke!’”

The whole family knew of Olga’s romance, conducted by letter and in fevered meetings when Mitya was back in Tsarskoe Selo. They could easily have married after the war; he came from an aristocratic family and Nicholas’s sister had married an aristocrat, so it was not unprecedented. But the last time they saw each other was on December 27, 1916, two months before the Russian Revolution, when Mitya spent an evening with the family before heading back to his Yerevan Regiment.