"All of us appeared in seventeenth-century court dress. Nicky ( Tsar Nicholas II ) wore the dress of Alexis, the second Romanov Tsar, all raspberry, gold and silver, and some of the things were brought specially from the Kremlin. Alicky ( the Tsarina ) was just stunning. She was Maria Miloslavskaya, Alexis's first wife. She wore a sarafan of gold brocade trimmed with emeralds and silver thread, and her earrings were so heavy that she could not bend her head.
Grand Duke Michael had asked his mother to lend him a big diamond clip to wear as an aigrette in his fur cap. The clip was of fabulous value; it had belonged to Emperor Paul I, and the Dowager Empress wore it very seldom. She lent it to her son most reluctantly.
And Michael lost it! It must have fallen off his cap while he was dancing. My mother and he were in despair - the clip being one of the crown jewels. All the halls at the palace were searched that very night. At dawn the detectives searched from basement to attic. The diamond clip was never found. "
- Olga Alexandrovna, Grand Duchess of Russia