This was discussed a long while back in Imperial Transportation, but I've pulled it up and here it is ...
"Greg_King date=02/16/04 at 08:31:10]Alexander III did not, in fact, hold aloft the roof of the railway carriage-it's a myth. See Coryne Hall's "Little Mother of Russia," Julia Kudrina's "Marie Feodorovna," and for Marie Feodorovna's own account, "Marie Feodorovna, Empress of Russia: An Exhibition about the Danish Princess who became Empress of Russia."
As to the cause of his death: there are a number of various reports available now that both confirm and contradict the official version. I don't know enough to contradict the official verdict of nephritis, but there is also a fair amount of information now that he was suffering from liver failure due to alcohol poisoning and years of drinking. I recall an interview with one of those who was present when they embalmed him, describing how the doctors were shocked at the damage brought about by his alcohol consumption, and I've recently seen some documents that support this. His drinking had been a problem for a long time-he used to get drunk frequently, smash things, and bully Nicholas a lot-and when he did and the IF were in residence in St. Petersburg Marie Feodorovna would collect the children (at all hours of the night apparently) and flee in a carriage to the Tauride Palace, where she kept a suite of rooms-officially used when members of the family went ice skating on the pond there-but apparently maintained to provide a refuge. This happened, according to the curator, quite a bit-they have records and diaries and the like about the various incidents-and Marie Feodorovna certainly took to telling servants in the palaces to hide alcohol and not serve it to her husband-and he circumvented this by having special flasks designed to fit into the tops of his boots. So given this I wouldn't be terribly surprised if his cause of death really was something related to what I've seen described as "chronic alcoholism," but don't know more than this."