At Tobolsk, she and her sisters sewed jewels into their clothes. This was because Alexandra, Nicholas and Maria had had their things taken away when they arrived in Ekaterinburg. Demidova wrote to Tegleva about this, using code words for the jewels such as "medicines" and "Sednev's belongings". Anastasia and her sisters dressed simply, and all three had their hair cut short. It had been cut when they were ill with measles in 1917, and they had kept it short. Pierre Gilliard remembered his last sight of the children: "The sailor Nagorny, who attended to Alexei Nikolaevitch, passed my window carrying the sick boy in his arms, behind him came the Grand Duchesses loaded with valises and small personal belongings. I tried to get out, but was roughly pushed back into the carriage by the sentry. I came back to the window. Tatiana Nikolayevna came last carrying her little dog and struggling to drag a heavy brown valise. It was raining and I saw her feet sink into the mud at every step. Nagorny tried to come to her assistance (help); he was roughly pushed back by one of the commisars ..." Baroness Sophie Buxhoeveden, too, spoke of her last sad memory of Anastasia: "Once, standing on some steps at the door of a house close by, I saw a hand and a pink-sleeved arm opening the topmost (highest) pane. According to the blouse the hand must have belonged either to the Grand Duchess Marie or Anastasia. They could not see me through their windows, and this was to be the last glimpse that I was to have of any of them!"
But even in the last months of her life, Anastasia could be happy. She and other members of her family performed plays for their parents and others in the spring of 1918. Her tutor Sydney Gibbes said that Anastasia's acting made everyone laugh. On 7 May 1918, Anastasia wrote a letter from Tobolsk to her sister Maria in Yekaterinburg. In the letter, she described a moment of joy, even though she was sad, lonely, and worried about her sick brother Alexei: "We played on the swing, that was when I roared with laughter (laughed loudly), the fall was so wonderful! Indeed! I told the sisters about it so many times yesterday that they got quite fed up (tired)", adding, "One could simply shout with joy." In his memoirs, Alexander Strekotin, one of the guards at the Ipatiev House, called Anastasia "very friendly and full of fun". Another guard said Anastasia was "a very charming devil! She was mischievous and, I think, rarely (not often) tired. She was lively, and was fond of (enjoyed) performing comic mimes with the dogs, as though they were performing in a circus." Another guard, however, called her "offensive and a terrorist" and complained about some of her sharp remarks. Anastasia and her sisters learned to wash their own clothes and make bread at the Ipatiev House.
In the summer, however, the whole family became much sadder. According to some accounts, Anastasia once became so unhappy about the locked, painted windows that she opened one to get fresh air. A guard is said to have seen her and fired, almost hitting her. She did not try to open the windows again.
On 14 July 1918, local priests at Yekaterinburg held a private church service for the family. They later said that Anastasia and her family fell on their knees during the prayers for the dead, which they had not done before. They also noted that the girls had become very sad and did not reply to the service. One of the priests said, "Something has happened to them in there." But the next day, on 15 July 1918, Anastasia and her sisters seemed happier. They joked and helped move the beds in their shared bedroom so that the cleaning women could clean the floors. Helping the women scrub the floors, they whispered to them when the guards were not watching. Anastasia even stuck her tongue out at Yakov Yurovsky, the head of the guards, when he turned his back and left the room.
Anastasia was executed with her family by a firing squad in the early morning of 17 July 1918. They had been killed by the Bolshevik secret police, commanded by Yurovsky.
In October 1917, the Bolshevik revolution struck Russia. A civil war began shortly after that. Plans to release the Romanovs slowed down. As the Whites (people who were still faithful to the Tsar and autocracy) came more toward Yekaterinburg, the Reds felt afraid. They knew that the well-prepared White Army would win. When the Whites reached Yekaterinburg, the Imperial Family were gone. It is thought that the family had been executed.
The "Yurovsky Note" was found in 1989 and described in Edvard Radzinsky's 1992 book "The Last Tsar". The "Yurovsky Note" was a description of the event by Yurovsky after the execution. According to the note, on the night of the murders the family was awakened and told to dress. They were told they were moving to a new place for their safety. They claimed it was because of the possible violence which might happen when the White Army reached Yekaterinburg. When they were dressed, the family and the few servants were led to a small room in the house's basement. They were told to wait there. Alexandra asked for chairs for herself and Alexei, and she sat next to her son. After a short time, the executioners entered the room, led by Yurovsky. Yurovsky quickly told the Tsar and his family that they were going to die. The Tsar cried "What?" and turned to his family, but was immediately killed when several bullets hit his chest. The Tsar, the empress, and two servants were killed in the first round of shooting. Maria, Dr. Botkin and Alexandra's maid Demidova were hurt. Thick smoke and dust filled the room from the shooting, so the gunmen left the room for a few minutes. They soon came back and shot Dr. Botkin. A gunman named Ermakov tried to shoot Tsarevich Alexei, but the jewels in the boy's clothes protected him. Ermakov tried to kill Alexei with a bayonet but failed again. At last, Yurovsky fired two shots into the boy's head. Tatiana and Olga were near the wall. They were holding onto each other and crying for their mother. Tatiana was killed by a shot to her head. Olga died when Ermakov shot her in the jaw.
Maria, Anastasia, and the maid Demidova were on the floor under the room's one window. Ermakov said that he killed Maria by shooting her head. Ermakov then tried to stab Anastasia, failed, and said he killed her by shooting her head. Maria's skull does not have any bullet wounds, though. It is unclear how she died. Ermakov was drunk during the murders, and it is possible his shot did not go entirely through her head. She might have become unconscious and bled greatly, but remained alive. Then, as the bodies were taken away, two of the grand duchesses moved. One sat up and screamed, throwing her arm over her head. The other, bleeding from the mouth, moaned and moved. When Olga and Tatiana were shot, they were killed instantly, so Maria was probably the one who screamed. Anastasia might still have been able to move. Ermakov told his wife that Anastasia was killed by a bayonet, and Yurovsky wrote that as the bodies were carried out, one or more of the girls cried out and were hit on the back of the head with a club. However, the back of Maria's skull does not show any signs of having been clubbed. The remains of Anastasia's burnt body do not show details of how she died.
One of the greatest mysteries of the 20th century was if Anastasia had survived or not. From 1920 to 1922, Anna Anderson, the most famous person who pretended to be Anastasia, grew very famous. She claimed that she had pretended to be dead, then escaped with the help of a kind guard that saved her from the dead bodies after seeing she was still alive. Her legal struggle to be recognized as Anastasia from 1938 to 1970 was a controversy for her whole life. It was the longest running case ever heard by the German courts. At last, the courts decided that there was not enough proof.