Joanna,
I also enjoyed the documentary, although I had seen it before somewhere! I didn't recognize it for the first ten minutes or so, while they covered Olga's childhood, but afterwards I remembered that I had actually seen this documentary before not too long ago. I watched the whole thing again anyway, as it was interesting.
I like that they showed where Olga lived in exile as well as that one of her daughters-in-law and a granddaughter were interviewed for the program. I found myself thinking two things throughout the program. First, the incredible and sad contrast between Olga's former life in Russia, full of wealth and privilege, and her subsequent life in exile, where she lived really like any other middle-class person. You wouldn't have known she was a Grand Duchess by the way she lived. Everything about her was so humble, from her homes to her clothing to just her very personality. This is what charms me about her, she seemed so very ordinary and like she could be anyone's friend.
The other thing I thought about was her children and grandchildren, and how in other circumstances her boys would have been privileged Grand Dukes who would have been married off to princesses. Instead, they married a farmer's daughter and a kiosk owner's daughter, respectively. Her granddaughter Xenia looked like a very nice and perfectly ordinary lady; again, she would have grown up in such different circumstances if things hadn't gone the way they did. I found it touching to hear from her that her grandparents maintained a deep love for each other until the end, even romantically holding hands frequently as old people. Sad to hear the account of the day her grandfather died.
Overall a very good documentary, especially the second half which explored her life in exile.