Not sure if this should be in the book section but James Blair Lovell's 'Royal Russia - The private albums of the Russian Imperial Family' has some very rare pictures that I've never seen before. There is one of the Tsarevitch on the swing in the garden at Tobolsk flanked by GD's Tatiana and Anastasia and the Tsar smoking a cigarette. There is also a really rare picture of the Empress in a Kaftan, she would look very glamorous where it not for her deeply sad and exhausted expression. Most of the pictures are copyrighted so cannot scan or post links but I think the book is available 2nd hand on Amazon.
I also recently saw a British television programme on Channel 4 about Queen Victoria's Indian servant Abdul Karim, they had 'tableau' photographs taken of the royal family and household enacting famous scenes etc and many of them had the Empress in them as a very young woman dressed as an Indian princess etc, really interesting and the Empress looked very beautiful, really rare and I've unfortunately not been able to find them anywhere else, if you can get British television its well worth a look as they have an archive 'on demand' service available on line. I suspect the photographs are part of the Royal collection but I will keep searching and post them if I can.