Russia was not the only country to have a dramatic overthrow of their monarchy (see: France), but they seem to be the most popular country where random people across the world have claimed to survive the execution of the royal family.
And not only did tons of people make this claim, one of them, Anna Anderson, basically spent the rest of her life maintaining her identity as Grand Duchess Anastasia. What made her stand out from her con artist contemporaries?
There's always more to be said, but there are several answers dealing with Anna Anderson and the other pretenders in the section of my profile on Russian royalty.