Had one;
(I've actually had this one before, but this was before Romanov interest!)
So O and T had a baby each (!) and Tatiana named hers Grace, and Olga's baby name started with a C... Anyways, for some weird reason, they all had to go to the arctic. (it must have been a danger thing, like the world at war) and so there was a house built in the extreme arctic, with them living in it. Their were two other people along, this lady with carrot hair, (bright orange hair) and O and T's sister. (this was by no means Maria or Anastasia) the sister was spiteful. For some weird reason, the BP had to leave, and their babies stayed behind. The lady with orange hair said she would take care of them, but she didn't. Instead she lied at wait for the babies to die (meanie!) and then she would take them and sell them (?!?!) O and T found out about her plan after this one guy was transported to the island. (there was a huge storm after the BP left, like apocalyptical portions, and everyone was stuck on the island. A guy switched place with the BP, but he was a bad guy.)
The brand new evil guy was planning to get the babies and sell them when they died, but he was not in cahoots with the orange hair lady. He had a cellphone, and the Russian Secret Service caught the conversation and analyzed it. The guy was talking about rustling baby calves, but they infered that he was trying to steal the babies. They battled through the snow, and caught the guy. By then the BP got through and saved the babies, but they were close to death (!!!). The orange haired lady did not give in, and went into hiding to try and take the babies. The sister somehow survived, and she felt unwelcomed, since the BP were paying more attention to the babies, and not her. She decided to run away, grabbed her stuff, and snuck back on the helicopter that brought the BP to the arctic.
I woke up right about then, and never figured out what happened. I have had this dream once before, but it was way before I learned about the Romanovs. I had no idea who the two ladies were, or that they were Russian etc etc.