Anastasia Romanov, the youngest daughter of the last Russian Tsar, was already smoking at the age of 15, encouraged by her proud father Nicholas II.

The anecdote about the Grand Duchess, a key figure in the conspiracy theories that followed the gunshot and bayonet murders of the Romanovs, has been revealed by a series of photographs found in a remote museum in the Urals.

Taken in 1916 near Mogilyov, where the Russian military was headquartered during World War I, the photo shows the young girl puffing at the cigarette with every encouragement from her father.

“At the time there was not the same stigma attached to smoking,” wrote the Siberian Times, which described the pictures found in the local history museum of Zlatoust, a small city about 186 miles from Yekaterinburg. It was there that the tsar and his family were slaughtered in 1918 by the Bolsheviks on the orders of Soviet founder Vladimir Lenin....