The photographs Nicholas is looking at while he sits on the toilet in the Ipatiev house are actual photographs of the real Imperial family.
The dresses the Grand Duchesses wear as they dance around the room at Tobolsk are replicas of the actual dresses worn in the 1914 formal photo-shoot.
When the family is resting by the lake, while they travel to Toblosk. Nicholas lets photographs fall from his hat. The photographs are of Mathlide Kesshinksy, Nicholas' first lover (before he married Alexandra).
According to an interview with director Gleb Panfilov, the film was meant to be part of the Cannes Film Festival in May 2000, but it was not ready to premiere at the time.
All actors portraying the grand duchesses Olga, Tatiana, Maria, Anastasia and Alexei had their hair shaved for the movie. In real life the daughters and heir were indeed sick and had their heads shaved.