The Legend:

In July, 1918, the Bolshevik government of Russia announced that they had executed Czar Nicholas Romanov II and his entire family, thus ending the lives of the last royal family of Russia. But did the Bolsheviks lie? No bodies were displayed... had the Romanovs escaped? Or, if the Czar and his wife were executed, could just one or two of their children have escaped?

History of a Mystery

On March 14, 1917, the six-hundred year reign of the Czars came to an end when Nicholas II, last monarch of Russia, was forced to abdicate his throne.
The country was in a state of revolution after a series of devastations during its involvement in World War I, for which the populace held Czar Nicholas Romanov responsible. A Provisional Government had been set up by the Duma (elected parliment) with Alexander Kerensky as their chairman. Under the circumstances, the only way to pull the country back together and continue to support the troops still fighting on the fronts of the war was to give the people what they demanded... and so Czar Nicholas abdicated and the Duma became the ruling body of Russia.
The royal family, consisting of Nicholas Romanov, his wife Alexandra, their four daughters Olga, Tatiana, Maria, and Anastasia, and their only son, Alexis, were kept under house arrest in Tsarskoye Selo Palace until an abortive uprising by Bolshevik revolutionaries prompted Kerensky to move the family to Tobolsk in Siberia for their own protection. In October 1917, the Provisional Government was overthrown by the Bolsheviks, led by Vladimir Ilyich Lenin; and in April and May 1918, the Romanov royal family was moved to Ekaterinburg (now Sverdlovsk) on the eastern slopes of the Ural mountains, this time for the new government's protection.
The Provisional Government had been courteous to the deposed royals; not so with the Bolsheviks. The new government saw the Romanovs as a potential rallying point for the counter-revolutionary forces that still opposed their rule. It was agreed that the royal family would only be kept alive so long as they remained a useful bargaining chip. But in July 1918, counter-revolutionary forces were advancing on Ekaterinburg... and the royal family's usefulness was at an end.
On July 23, the counter-revolutionary White Army took control of Ekaterinburg. When they investigated Ipatiev House, where the Romanov royal family had been confined, the house was empty; but a room in the basement had been splashed with blood and partially washed. The worst fears of the counter-revolutionaries were confirmed at the end of that July when the Bolsheviks announced in Moscow that Nicholas Romanov had been executed for "innumerable foul crimes" [quoted from Strange Stories, Amazing Facts].
The Announcement shocked not only the counter-revolutionaries, but all of Europe, for the royal family had royal relatives all across the continent. But shocking as this first announcement was, it paled against a further announcement made a few months later: the Bolsheviks claimed that not just the Czar, but the entire Romanov royal family, along with their attendants and servants -- eleven people in all -- had been executed by firing squad in the basement of Ipatiev House on the night of July 16, 1918.
The Bolshevik government stated that the execution had been carried out under the supervision of Jakob Yurovski. The seven members of the royal family, the imperial physician Dr. Eugene Botkin, and three servants were awakened in the middle of the night, escorted to the basement, and shot with no warning by a small squad of men with guns drawn from the local armory just for the task. The eleven bodies were then stabbed with bayonets and crushed with rifle butts to be extra sure of their demise. The bodies were then taken fourteen miles away to the Four Brothers Mine, soaked with gasoline, burned, and dumped into a swamp... all personal effects were tossed down the mine shaft.
The counter-revolutionaries responded to this news by capturing twenty-eight local revolutionaries on the charge of participating in the massacre; five were executed. They then tried to investigate the event, but it wasn't until months after the execution had occurred that the counter-revolutionaries' investigator, Nicholas Socalov, got started. All that was ever found were some bone fragments, jewellery, false teeth, and the tip of one human finger, all in the mine. And by 1920, the Bolsheviks had put down the counter-revolutionary movement and consolidated their control of the country... so there was no further opportunity to investigate.