Nicholas and his father, Alexander III, were unique men for their times - they were both faithful to their wives. Perhaps Alexander was motivated by the scandalous relationships his father, Alexander II, had, including of course the kicker, Princess Yurievskaya. And while Nicholas was faithful after he married Alexandra, there was one other woman who could claim his heart, however naively it was given: the ballerina Mathilde Kschessinska.
Nicholas's affair with Mathilde started in 1890 and lasted three years. If it was widely accepted for men to have mistresses, it was almost expected that these mistresses would be dancers. Nicholas had already met Alexandra, then Alix, by this point and did not disguise his love for her from Mathilde. She was grateful for his attention and happy to remain in her position. "I adored the tsarevich and wanted only one thing...my happiness, however brief it might be," she later wrote.
They later parted ways amicably when Nicholas married Alexandra. Mathilde went on to continue her life both as a dancer and royal mistress. She eventually had affairs with two of Nicholas's cousins, Sergei Mikhailovich and Andrei Vladmirovich. When she later gave birth to a son, Vladmir, no one knew who the father of the child was, though he took the patronym of Sergeievich.
She survived the revolution, though the house that had been a gift from Nicholas was seized. It later became Lenin's headquarters. Mathilde eventually moved to Paris, where she died about eight months short of her 100th birthday.
Image courtesy of ballerinagallery.com