(Summarized from another location on the forum.)
In the past, a Royal Court moving between palaces served many purposes. It allowed the monarch to escape to the country, and to see and be seen by a wide range of his/her subjects. But also it was for reasons of sanitation. In the 18th century, for example, there was no indoor plumbing in the royal and imperail palaces of Europe, and after a few months of occupation by the entire Court and their attendants made the building almost uninhabitable. The Court would then move to a new residence, allowing the last one to be refreshened and cleaned, ready for the next arrival of the Court.
Prior to the reign of Catherine II, the Tsars actually had precious little furniture, although what they did have was very expensive and high quality. The Imperial Family travelled from palace to palace with priceless pieces of inlaid marquetry and gilt silk-covered furniture in tow. Catherine II purchased a great deal of furniture, encouraging foreign furniture manufacturers to bring enormous quantities for her review and acquisition.
By 1900 when Nicholas II and his family traveled to a new palace they mostly carried personal items. Nicholas II's desk items and personal toiletries went with him. Alexandra's maids packed up her favorite books, knick-knacks and icons. her jewels went too along with a select group of her Fabergé collection. The Empress's clothes all went as well along with all of her children's things. Adding to the the caravan were the Imperial pets and all of the things needed to care for them.
On the day of departure maids and valets would have eveything packed up in crates and wicker hampers. They would be loaded onto wagons and taken to the next destination. While the Imperial family was a breakfast the wagons had already left. When they arrived at their destination everything was quickly put in its exact place. Everything had its location. Valets and maids had diagrams to show them where each item was supposed to go. Finally, when the Tsar and his family arrived all was ready and waiting for them.
This remained a slow process until the Tsar made the purchase of motor trucks to carry everything around 1910.