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Hugging the wrought-iron railing along the embankment, I hurried on, scanning the façade of the palace, which rose some three or four stories. There had to be more than fifty or sixty large rectangular windows facing the street, and all but a very few were dark. Reaching six tall white columns that framed the entry, I saw the doorman sitting just inside, snoozing away.

I crossed the narrow road and went right up to the palace itself. Along the base of the structure was a series of half-moon cellar windows, and I peered in one after the other, finding them not only dark but covered with thick iron bars. Standing on my toes, I reached up to the metal sill of one of the ground-floor windows and tried to see in but could not. The room inside was black, and the heavy curtains were drawn tight against the cold.

Wasting no time, I headed toward the corner where the lights burned. With some sort of soirée going on, Papa was more than likely there. These early hours-it had to be near one in the morning-were his favorite for drink and dance, and the possibility of merriment relieved me a bit. Perhaps I was all wrong to worry. Hoping so, I neared the windows and could hear the music more clearly. In fact, I recognized the tune, one of the most popular of the day, “Yankee Doodle.” I heard words in what I knew was the English language and surmised that the music wasn’t coming from a small band but from one of those new machines that only a prince could afford, a gramophone. Even as I listened, the tune came to a scratchy end and started over.

The only windows filled with light were the last two or three ground-floor ones, and I stood again on my toes and tried to peer up into one of them. The fine white curtain was so sheer it was nearly transparent. The first thing I could make out was a brightly lit sconce on the right wall, second was the barely discernible image of someone crossing the room. I could see nothing more. And above the loud music I could hear nothing, no laughing or talking.

Then I heard a scream, not one of pleasure or delight but deep and coarse.

My entire body went rigid with panic. That had been no princess in distress, no fine lady either. It had been a man-my father. I recognized his shout immediately, for the tone of his distressed voice resonated deep within me. I jumped up, tried to see in the window, but couldn’t. The only thing I could see was the blazing sconce on the wall, and the only thing I could hear was the cheerful fast-paced words of “Yankee Doodle.”

Then the end happened faster than I could have imagined: A single shot rang out. But it didn’t come from behind the lace curtains of the ground-floor room. Rather, the blast seemed to circle my feet, followed immediately by another scream, this one less powerful and infinitely more desperate.

“Papa!” I cried aloud.

Bending over, I saw faint light emerging from an arched window in the cellar. I fell to my knees, clung to the heavy iron bars, and tried to see in but couldn’t, for the window was covered with heavy drapes. In my heart of hearts, however, I knew exactly what had happened: Papa had been led to the palace, taken down to some basement room, and then…then…

I tugged like a crazy woman at the window grate, but of course it didn’t budge. I turned to the right, the left, peering helplessly up and down the street. What could I do? Who could help? Even if I shrieked to the heavens, it wouldn’t matter.

Then it flashed before me, the image of the tiny service door tucked in the side of the palace. All at once I was on my feet, tearing down the snowy sidewalk. The courtyard gate was locked, so I ran right up to the short stone wall, gathered up the folds of my skirt, and clambered over. Slipping as I swung my feet over the top, I fell onto the ground inside. Frantic, I scurried to my feet and rushed like the maddest of fools to the small door. It never occurred to me that it might be locked, it never occurred to me what I might find within if I did gain access to the palace-or what I would do.

When I reached the unremarkable door, I pulled on it with all my force and it did indeed come flying open. All at once I found myself standing on a small landing inside the Yusupov Palace itself. Carefully pulling the door shut behind me, I stood there quite still, gasping for breath. I’d gotten inside, now what? To my left a set of rather steep, narrow stairs curled around and up to the main floor; to my right they curled downward. I was just about to rush to the cellar when I heard a door open below. All at once an abundance of deep, even jubilant voices came bellowing upward. It was a group of men, and the next moment they started up the stairs, their heavy boots beating the wooden steps. I didn’t even consider fleeing outside-what if I couldn’t get back in?-and instead clambered ahead of them, my feet moving quickly and softly.

As the stairs turned and curled upward, the sounds of “Yankee Doodle” grew ever louder. Within a half flight I came to a door that I slowly pushed open, to emerge in the smallest and oddest of rooms, not much more than a landing, really, and hexagonal in shape. Stranger yet, each of the six walls was actually a door, and to make matters more confusing, each door was covered with mirrors.

Standing there in my cloak, I froze. Which door led to safety?

As the pounding steps from below grew closer and closer, I lunged at one doorknob and twisted it. Nothing. It was, I realized, a false door. I tried another. It too was false. Flushing with panic, I tried a third. The knob twisted, I pulled the door open, and I was immediately struck by the overwhelming beat of the American march from the gramophone. I was about to step through the door and into a salon of sorts when I thought I heard footsteps in that room. Was someone in there? Fearing discovery, I let go of that door and leaped at the next. To my great relief, the next one opened as well, revealing a shallow closet, into which I quickly pressed myself. I didn’t even have time to pull the door fully shut behind me before the men emerged from the stairs. Through a slim crack I saw them all, and I was not surprised that I knew most of them.

“Thank God that reptile is no more,” said a handsome young man, emerging and passing just inches in front of the closet.

It was, of course, Grand Duke Dmitri Pavlovich, the Tsar’s own nephew, dressed smartly in military uniform. Behind him came his dearest friend, Prince Felix, who was nervously brushing his small black mustache.

“Why in the devil didn’t he eat the pastries or at least take some wine?” demanded the prince, his voice shaking. “You don’t think he knew about the cyanide, do you? I mean, he couldn’t have, could he?”

“It doesn’t make any difference, he’s gone now. And obviously very mortal, after all.”

Huddled in the closet, I nearly fainted. So I’d been right about these two. I’d been right about their hatred and their intent. And now my father was dead. Good God, why hadn’t I warned him sooner? Why had I waited even a minute or two, let alone all these hours?

A man dressed, I thought, in a lieutenant’s uniform followed next. Then came a fourth, this one dressed in plain clothes. I didn’t recognize either of them, but the fifth, a bald man with a reddish beard and pointed mustache, wearing a khaki military jacket, was entirely familiar. It was none other than Vladimir Purishkevich, who was known across the country from his portrait, which regularly appeared in the journals.