Hi!
Me too, I always thought the last pic was of Olga and Maria. But here I have one that's for sure of Tatiana and Maria, around 1908, on the Standart. Aren't they cute?

I don't think it has been posted before on this thread.

Well, as for weither Tatiana and Maria were close, here is my opnion: we know the girls almost naturally splited up in pairs, little and big. So it's kind of natural that there must have been greater complicity between the girls who shared a bedroom, meaning, OT versus MA.
I don't think it has much to do with age differences, rather with personnality. Tatiana probably felt closer to Olga's reflexions about life in general, then Maria's games and, hum...flirts?

And don't forget that Maria, being paired with Nastya, was treated for a long time by her family as younger then she really was (read that in a lady-in-waiting's book, I think).
I think it also depends of the year we consider. If we talk about Maria's early years, then Tatiana surely felt closer to Olga then to her smallest siblings, which she made a point of honour to herself to protect. Remember they called her the Governess...Later, it may have changed, when Maria grew, and Nastya was still a child, and maybe still wished to remain so for a while.
I've got lots of brothers and sisters myself, and I feel close to all of them. But I share different kinds of closeness with all of them. It may seems strange, but not so when you're living in it. Every family has it's own dynamics, and personnality is like a bubble lamp: it changes only slightly all the time, not enough for an outsider to see it, but enough for it's owner to notice it.
( I like psychology: that's my field of study. I'm in university, too. Just finished mid-terms exams, in fact.

)
Here are links to photos that (I believe) show sparks of friendship and complicity between Tatiana and Maria.
With Olga:
http://www.livadia.org/mashka/images/OTMnew.jpgOTMAA in 1906 (I like the way they're holding hands)
http://www.glintofgold.org/romanovs/pics/otmaa1906-2.jpgOTMA, 1906 (They all look both close and distant. Beautiful. You can almost feel the link between them, they're like roots from the same tree)
http://www.livadia.org/ana/1901-1906/23.jpgP.S.: The second photo comes from Glint of Gold. I don't know who colored it. I'm posting it because it's the only place where I remember I could find it. I'm sorry if it offends anyone, for it's surely wasn't my intention.