Many lived in exile all over Europe. If you were lucky enough to have family, you might be able to get help from them but there are also reports of formally rich Russian aristocrats being reduced to menial jobs like taxi drivers as far as I know.

A few unfortunate ones settled in places like Poland and were subsequently killed or interned in gulags when these countries became part of the Soviet Union. A particularly tragic example is the deportation of Cossacks and their families by Britain in the aftermath of WW2 around May 1945.

There's a chapter on it in the book, "Their Darkest Hour" by Laurence Rees.