If you like anime (Japanese cartoons basically) then you'll like this. Anastasia is in an anime called Drifters, as one of the Ends:
Like Drifters, Ends tend to be important figures from various periods of the Earth's timeline, and have been taken to the world where the plot of Drifters takes place. Unlike Drifters however, the trauma from the events of their history has twisted them, turning the Ends into hateful, destructive entities whose very humanity can be questioned. One who stands out the most among the Ends is the Black King, whose true identity is a complete mystery.
Ends also differ from Drifters in that they have supernatural abilities. These abilities largely appear to be related to how they died or the events leading up to their demise. Joan of Arc's pyrokinesis and Rasputin's ability to control others are rather straightforward examples.
No history has been changed; the Romanovs and their entourage are still killed in the cellar. Soon after being shot and stabbed to death in Ekaterinburg in 1918, Anastasia appeared in the new world as an Ends. Now maddened by the Romanov massacre, now seeks to bury the world beneath the packed snow with her newfound ability to create supernatural blizzards.
Anastasia, now with white hair and eyes, is cold blooded and won't hesitate to follow any orders given to her by the Black King. Rasputin is also in this, like it says above, and can control people's minds. They're always together, and Anastasia is the only one to be able to speak her mind around him. She's also acquaintances with Joan of Arc, another Ends, but they're not friends - they're polar opposites which leads to disagreements between them.
Anyway, if you like anime, you'll probably like this.