Anastasia had four siblings, but the sister she was brought up closest to was her third-eldest sister, Maria Nicholaevna.
Often called Marie or Masha, she was born on June 26, 1899. She was named for her grandmother, the former Empress, Maria Feodorovna. Margaret Eagar stated the other girls called Marie their stepsister, because she never got into trouble. She and Anastasia made up the "Little Pair" (Olga and Tatiana were the "Big Pair")
Marie was very flirtatious - she once wrote she wanted to marry a soldier and have 20 children.
When her family was in captivity, she was chosen by Nicholas to accompany her parents to Ekaterinburg. It was there that a curious incident happened on Marie's 19th birthday. A soldier named Ivan Skorokhodov snuck a birthday cake in for Marie, and she disappeared into a different room with him. When other soldiers arrived for a surprise inspection of the house, Marie and Ivan were discovered. No one knows what happened between the two, but other soldiers reported that after this incident, Marie's family seemed upset with her. Olga refused to speak to her.
Though this blog is named for Anastasia, I don't have a favorite Romanov daughter - but I do think Marie was the most beautiful! I've included my two favorite pictures of Marie in this entry. What do you think?
Thanks to livadia*org for photos