Sarushka,
You are (or were, or may be) in luck! The program Royal Netherlands mentions , ARoyal Family, appeared on PBS television at 9pm EST (Northeast US Tues. I found it by accident and it was excellent. It is as RN describes it. That was the first of I believe seven episodes. The fourth deals with the Marriage Of Marie Feodorovna To Alexander III. and will probably have film of them, certainly photos and commentary. I don't know where you live but my PBS station frequently rebroadcasts prime episodes. I hope you have access to PBS and that you look for A Royal Family . You should be able to see MF -AlexanderIII one eventually. Unfortunately, I found this topic too late to alert you.
Royal Netherlands: Good link!