The movie , Anastasia : The Mystery of Anna , was a series with two parts . It began with the young Anastasia Nicholaievna and her family being sent to Yekaterinburg , where they are killed by Bolshevik soldiers . The movie , Anastasia : The Mystery of Anna was a two-part series which began with the young Anastasia Nicholaievna and her family being sent to Yekaterinburg , where they are executed by Bolshevik soldiers .