When I watched the "Nicholas and Alexandra," the only "imperial" children who I could place were the characters of Alexei and Anastasia. I hadn't a clue who was Olga, who was Tatiana, and who was Marie. I though Fiona looked just a little like Anastasia-- actually, out of the entire family, only Nicholas and Anastasia looked like their real-life counterparts (and Nicholas way more than Anastasia.)
I'm still waiting for that perfect Romanov movie to come out, with actors who actually resemble the real family and a storyline that honors their lives.
There were rumors of one a few years ago, ("Crown of Blood," with Christopher Walken as Nicholas and that kid from Star Wars as Alexei) but it never came to light. It probably never actually existed, but, man, did I look forward to it.