Anastasia Romanov was the youngest daughter and fourth of five children of Tsar Nikolas II and Tsarina Alexandra of Russia. The entire Romanov family was executed by the Bolshevik forces near the end of World War I in 1918.
In the Nancy Drew universe, Nikolas was prepared for such an event and sealed away the Romanov fortune, leaving only his children the clues to finding it.
After Joe Hardy finds an address on a piece of paper on the Royal Express in 2010, his brother Frank goes over to the little cottage in St. Petersburg to find none other than Anastasia Romanov. She explains that a man helped her flee to France and she changed her name, got married, moved to Lyons and had a daugher. During the second world war, she and her husband sent their daughter to live with relatives of Anastasia's husband so that she would be safe, but both her daughter and her husband perished during the war.
The man who helped Anastasia escape from Russia said that the cottage would always be safe, so she returned there. Frank helped unite her with her great-granddaughter, Isabelle DuPont.