I recently finished a fiction story featuring the Romanovs myself and I have to say this site is the best place to start. "Romanov Autumn" was a big help to me and a very good read though it can be hard to get your hands on. Romanovsisters.org has a lot of collected information on each of the grand duchesses except Anastasia. I did much of my research by googling individuals' names and going to websites about them.
As far as clothing goes, it was very much the same as many other places. I just searched 1900's fashion. One point to remember is that women in those days, like the 1940's, seldom went out without some type of head covering, a hat or a scarf. Hair was pinned up around the age of sixteen and hem lines were dropped with age as well. Women do not remove there hats indoors like men do.
But anyway, here are all the credits I used for my book. The second column are all online books from this site. They are also written by people who lived at that time.
“The Fate of the Romanov” By: Greg King and Penny Wilson
“Romanov Autumn” By: Charlotte Zeepvat
“The last Days of the Romanovs: Tragedy at Ekaterinburg” By: Helen Rappapport
“The Destiny of Beauty” By: Igor Obolensky
“Pavlovsk Park and Garden” By: Anotoli Michailovich Kuchumov
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“Lost Splendor” By: Felix Yussupov
“Thirteen Years at the Russian Court” By Pierre Gillard
“Memoirs of Russia” By: Princess Paley
“Six Years at the Russian Court” By: Margret Eager
“Left Behind” By Baroness Sophie Buxhoeveden
“Memoirs of Alexei Volkov”
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“Alexander Palace Time Machine.org”
“FrozenTears.org”
“Freewebs.com/Romanovsisters”
http://www.liveinternet.ru/users/3596969/post183208165/