 Grand Duchess Anastasia Nikolaevna of Russia owned a King Charles Spaniel at the time of the shooting of the Romanov family on 17 July 1918 . Eight days later , Nicholas Sokolov of the White Forces found a clearing where he believed the bodies of the Romanov family had been burnt , and discovered the corpse of a King Charles Spaniel at the site . In 1920s , the Duchess of Marlborough bred so many King Charles Spaniels at Blenheim Palace that her husband moved out and later evicted the Duchess herself . 
