Grand Duchess Anastasia Nikolaevna of Russia (Russian: Анастаси́я Никола́евна Рома́нова, tr. Anastasíya Nikoláyevna Románova; June 18 [O.S. June 5] 1901 – July 17, 1918) was the youngest daughter of Tsar Nicholas II, the last sovereign of Imperial Russia, and his wife, Tsarina Alexandra Feodorovna.
Anastasia was the younger sister of Grand Duchesses Olga, Tatiana, and Maria, and was the elder sister of Alexei Nikolaevich, Tsarevich of Russia. She was murdered with her family by members of the Cheka, the Bolshevik secret police, in Yekaterinburg on July 17, 1918.
Persistent rumors of her possible escape circulated after her death, fueled by the fact that the location of her burial was unknown during the decades of Communist rule. The mass grave near Yekaterinburg which held the remains of the Tsar, his wife, and three of their daughters was revealed in 1991, and the bodies of Alexei Nikolaevich and the remaining daughter—either Anastasia or her older sister Maria—were discovered in 2007. Her possible survival has been conclusively disproved. Scientific analysis including DNA testing confirmed that the remains are those of the imperial family, showing that all four grand duchesses were killed in 1918.
Several women falsely claimed to have been Anastasia; the best known impostor is Anna Anderson. Anderson's body was cremated upon her death in 1984, but DNA testing in 1994 on available pieces of Anderson's tissue and hair showed no relation to the Romanov family.
Source: Wikipedia, "Grand Duchess Anastasia Nikolaevna of Russia", available under the CC-BY-SA License.
Anastasia also appears in different video games.