|The Grand Duke and Duchess with their children|
Grand Duchess Xenia Alexandrovna of Russia was the daughter of Alexander III and Dagmar of Denmark. She married her first cousin, once removed Grand Duke Alexander Mikhailovich of Russia, know as "Sandro". They were friends, and when he was twenty and in the Navy, and she eleven, Xenia sent him a card saying, "Best wishes and speedy return! Your Sailor Xenia". The marriage, however, was not great, as they both had extramarital affairs, which caused them to start sleeping in separate rooms.
Their children were:
Irina Alexandrovna Romanova, "Princess Irina Alexandrovna of Russia", "Irene", "Irène", or "Baby Rina"
Andrei Alexandrovich Romanov, "Prince Andrei Alexandrovich of Russia"
Feodor Alexandrovich Romanov, "Prince Feodor Alexandrovich of Russia"
Nikita Alexandrovich Romanov, "Prince Nikita Alexandrovich of Russia"
Dmitri Alexandrovich Romanov, "Prince Dmitri Alexandrovich of Russia"
Rotislav Alexandrovich Romanov, "Prince Rotislav Alexandrovich of Russia"
Vasili Alexandrovich Romanov, "Prince Vasili Alexandrovich of Russia"