The cliffhanger ending suggests Alexei may have survived the massacre at Ipatev House, as his body (along with one of his sisters') had never been recovered. However, approximately eleven years after this movie's release, remains found near the Ipatev House site were unearthed and confirmed to be Alexei's, thus rendering this movie's ambiguous finale anachronistic.
Filmed in only eight weeks.
For the scene where Rasputin is assassinated, it had to be re shot numerous times do to technical difficulties with the prop weapons. Alan Rickman ended up having to eat around 18 of the bouchées(small cakes) and drank 18 glasses of wine which was really grape juice. Towards the end he became very nauseous. He ended up needing medicine from the pharmacy.
When Rasputin first meets Alexei and uncovers him, the Czar asks a large man in a navy uniform to kick him out. The man really existed. His name was Andrei Eremeevich Derevenko, and was given the official position of Quartermaster of the Guards and "uncle" to the Tsarevich after a careful process led by the Czar himself among the sailors of the Baltic Fleet, following the discovery of the illness. Derevenko gained the full confidence of the family after rescuing Alexei from a yachting accident in 1907, off Groncher Island. Little is known of him after the Revolution, some version claiming he became a Bolshevik and other that remained in the service of the family as Alexei's valet, and later sending him letters during the family's house arrest in 1917. Apparently, Derevenko died of typhus, alone and impoverished, in Saint Petersburg during the Russian Civil War.
The scene during World War One, when Alexei is ill and Rasputin calms him with a single phone call saying "do not fear" was actually more incredible in reality, as Rasputin actually only wrote him a telegram, instead.