Grand Duke Cyril Vladimirovich of Russia, second husband of Princess Victoria Melita of Saxe-Coburg and Gotha (formerly Grand Duchess of Hesse with her first husband Ernst Ludwig, brother of Alix and Ella)
Prince Felix Yusupov. This classy dude was rich as hell, and really, really, really ridiculously good looking. At times, he was a cross dresser and liked to hang out in bars. But most of the time, he was a gentleman. He was also the leader of the group who killed Grigori Rasputin, the holy man who was influencing the Czarina. Some say that he even was in some kind of relationship with Rasputin at one point, which is kind of interesting.
Grand Duke Alexei Alexandrovich, son of Alexander II. He never married, but had a son (Ct. Alexei Alexeyevich Belevsky-Zhukovskya) who would be recognized by the royal family. The count came to live in Russia when he was a young man & married a Troubetzkoy. They would have three daughters and one son. Grand Duke Alexei Alexandrovich died before the revolution. His son survived but vanished in Russia in the 1930s. His grandchildren all survived and went on to live in Europe & the U.S.
Princess Ksenia Georgievna Romanova was born in the village of Mikhailovskoye, not far from St. Petersburg on August 22, 1903. Her mother was Princess Maria , daughter of the King of Greece George the First and Great Russian Princess Olga Konstantinovna. The father of Princess Xenia was Grand Duke George Mikhailovich, a cousin of Tsar Alexander III. Georgy Mikhailovich was a general of the Russian army. He also directed the Alexander III Museum in St. Petersburg. Now it's the Russian Museum.