Grand Duchess Anastasia Nikolaevna of Russia was the youngest daughter of Russia's last Tsar, Nicholas II. During her father's reign, her life was rife with scandal due to the association between the royal family and Grigori Rasputin.
By all accounts, the relationship that Rasputin had with the young duchesses was a warm and innocent one. They often wrote each other, and the girls were visibly upset upon hearing that he had been murdered. Nonetheless, there was a great deal of nasty propaganda that accused the Empress and her daughters of having sexual relationships with the Mad Monk.
In 1917, Russia entered the Bolshevik Revolution, in which Anastasia and her entire family were captured and later executed. Despite reports to the contrary, it was rumored that Anastasia had somehow survived.
In the early 1920s, a woman named Anna Anderson started wandering around saying she was Anastasia. Even though she wasn't even Russian -- to be fair, there wasn't actually a whole lot of real Russian blood left in the dynasty by this point -- Ingrid Bergman won an Oscar for playing Anderson in a 1956 film.