Lily was the nickname used by Princess Natalia Aleksandrovna Meshcherskaya. She was the daughter of Prince Aleksander Vasilievich Meshchersky and his wife Countess Elisaveta Sergeevna Stroganova. Lily was married at Saint Petersburg on 18 May 1877 to Don Fabrizio Sasso-Ruffo, Duca di Sasso-Ruffo, Knight of Honour and Devotion of the Sovereign Militay Order of Malta (17 March 1847-15 April 1911).
The couple had five children: Donna Elena, Donna Marussia, Don Sergio, Donna Olga and Donna Elisabetta.
The youngest child, Donna Elizabetta Fabrizievna Sasso-Ruffo, Duchessa di Sasso-Ruffo, born at Znamenskoye near Kharkov in the Ukraine on 26 December 1886 and died at Wilderness House, Hampton Court, Middlesex, England on 29 October 1940 during a Luftwaffe bombing raid. She married firstly Aleksander Friederici on 17 January 1907 at Tsarskoye-Selo and they were divorced prior to his death in 1916. She married secondly HH Prince Andrei Aleksandrovich of Russia, the son of HIH Grand Duke Aleksander Mikhailovich of Russia and his wife Grand Duchess Ksenia Aleksandrovna of Russia, on 12 June 1918 at Yalta in the Crimea. This union produced three children: Ksenia Andreievna, Mikhail Andreievich and Andrei Andreievich.
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