I will try to explain it as best as I can, since:
1. I last watched it when I was eight or seven.
2. Ukraine does not broadcast the channel where it came on anymore.
This show is called Mystery Hunters. It was a Canadian Documentary television series aimed at a young audience. This one episode was of this one girl (Christina I think?) who wanders around Russia in search of Anastasia. It was kind of cheesy. It talks about (yes, I know) Anna Anderson. Why I am so interested: This got me interested in the Romanovs. If you have any information in where I can watch it, that would be great. One more thing in case it may help:
Peter Kurth is in it.