Why do people say Russian Princess Anastasia Romanov escaped when the rest of her family were executed?
When the White Russian troops (opponents of the Bolsheviks in the Russian civil war) captured Yekaterinburg where the family was executed in 1918 they started the investigation straight away. Investigator Sokolov managed to find maimed by sulfuric acid and mutilated bodies of all royal family members except for remains of prince Alexei and one of his sisters in summer of 1919. (We now know that Alexei and his sister Maria were buried by their executors separately from other members of the family and their servants.) At that time (in 1919) Anastasia (whose remains were found with other family members) was by mistake identified as princess Maria what gave a rise to speculations that both Alexei and Anastasia managed to somehow escape the execution.