Hello, Alan! I am doing this STRICTLY by memory, but I think there are PRESENTLY known TWO recordings allegedly of the Emperor Nicholas' voice: (1.) during a military review/maneuvers in Russia, wherein after an introduction and woven in with a musical "interlude," the Emperor speaks twice in Russian, and (2) a short address in French to M. Emile Loubet, President of France, after which the President replies in French. I seem to recall this second example is posted on YOU-Tube, and I believe it is referenced somewhere within the context of the APTMF as well (someone was remarking that the Empeor uses the "rolled r" when referring to "Russia" in the French address).
ALLEGEDLY, there were recordings made of the family for the Dowager Empress, but they are missing and presumed destroyed (?). Regards, AP.