In Nicholas and Alexandra, by Robert K. Massie, it said that Nicholas was a fan of Tchaikovsky (Peter Ilych Tchaikovsky). But, I am not sure if it was Tchaikovsky or Rachmaninoff, now that I think of it.
But, that would be classical music.
I also recall reading that gypsoes would visit the IF and play their songs for them. It was supposedly soothing and relaxing, especially for Aleksandra.
All four Grand Duchesses played the piano, but I believe that Tatiyana and Olga were the most musical.
Stanley Gibbs described Olga as, "Very musical and would improvise on the piano."
Some books referred to Tatiyana as an accomplished pianist among OTMA because of her long, pianist fingers.
Sofia
PS I thinkl that this thread belongs on the Imperial Family section, and it has been adressed before.