I've always been disappointed that when people think of Anastasia, they either think of the 1997 movie from Fox or just the myth of her surviving the murder of her family in 1918 in general. In reality Anastasia was killed with her family and didn't escape, but she was more interesting than any of the movies or myths made her out to be.
Anastasia and her mother, Empress Alexandra
What many might not know is that Anastasia, despite being the famous Romanov now, was overlooked pretty much from the point of her birth on 18 June, 1901. Russian law at the time dictated that only boys could inherit the throne, and Anastasia was 4th in a long line of daughters. Nicholas II and Alexandra had been so desperate that their fourth child would be a boy that they even turned to mysticism when Alexandra was pregnant, in hopes of turning the child into a boy in the womb if it happened to be feminine. Obviously, it did not work.
Perhaps because Anastasia's birth was a disappointment to her extended family (many even flat out said so) the young grand duchess took to acting out and misbehaving. Her cousins hated playing with her, accusing her of biting and scratching them. Being a tomboy, Anastasia would also play mean pranks on people and was well known for her talent in mimicry. Her usually placid and pleasant Aunt Olga Alexandrovna even slapped the young girl across the face once when her teasing became too cruel. Maria, Anastasia's older sister, often found myself apologizing to people on behalf of her little sister.
Maria and Anastasia on a hammock. Maria is sitting and Anastasia is lying down
Anastasia never quite grew out of her tomboy phase, but she did grow out of being cruel and bratty. Her usual habits of climbing trees, making jokes, and slight teasing stayed with her for life. She did have a slight hallux valgus foot deformity that did cause her some pain and discomfort, but doctors at the time decided the deformity wasn't severe enough to warrant surgery which could potentially make it worse. Incidentally, Anna Anderson, one of the most famous Anastasia claimants, had the same deformity. However, it is not an uncommon issue.
When WWI broke out in 1914, Anastasia was too young to become a nurse for wounded soldiers like her two older sisters, Olga and Tatiana. Instead, she and her sister Maria sponsored their own hospitals as well as Imperial trains which functioned as traveling hospitals bringing wounded soldiers from the front. They would visit the wounded, read to them, assist in writing letters home to their loved ones, and would even call and ask how the patients were on the palace telephones.
The inside of the imperial hospital train named after and sponsored by Anastasia
In early 1917, Anastasia and the rest of her siblings contracted measles from cadets who had come to play with her younger brother and heir to the throne, Aleksey. Because they were older the disease was a lot more severe than it would have been in younger patients. Anastasia got abscesses so badly in her ears that they had to be perforated with needles. This was during the time Nicholas II lost the support of the military because the war wasn't going as well as once hoped, and had to abdicate to avoid a mutiny.
The family was at once put under house arrest by the provisional government and several months after the children were well enough to be moved, they were taken from their palace home and placed in the governor's mansion in Tobolsk, Siberia. They were then moved to Ekaterinburg after the communist revolution. On 17 July, 1918 the entire family was shot by executioners under orders by the Soviet leadership.
It is apparent according to surviving diary entries and letters written by the family members at the time that Anastasia's sense of humor and her talent for comedy kept her family's spirits up in the last several months of their lives, when they were unsure of what was going to happen to them after losing all their political power and ending up in the hands of their enemies.