In The Romanov Prophecy , a 2004 novel by Steve Berry , Anastasia and Alexei are saved by guards and taken away to the United States . There , they live under false names with a family paid by Felix Yusupov . In The Romanov Prophecy , a 2004 novel by Steve Berry , the wounded Anastasia and Alexei are rescued by guards and spirited away to the United States , where they live under assumed names with a family of loyalists paid by Felix Yusupov .