You commented on a writing contest I was a participant in, and you mentioned that Anastasia was a lost princess.
Anastasia technically wasn't ever [i]lost[/i]- her and her brother's bodies were buried separately from her family's for a reason I can't remember. In 20097, they found two burned skeletons, one of a female 18-23, and one of a male 10-13; DNA testing showed that indeed the male was Alexei, and the other body was one of his sisters. Each of the other girls had been accounted for, so Anastasia indeed died with her family and was buried with her brother separately for unknown reasons.
Personally, I think that it was transportation; the parents and three other daughters and the servants were moved separately simply because there wasn't room for all eleven of them. Anastasia and Alexei were probably the lightest to carry due to their youth, so they were taken and burned to dispose of their remains.
... I dunno, I research this stuff wayyy too much.