Anastasia Romanov, the youngest daughter of the last Russian Tsar, was already smoking at the age of 15, encouraged by her proud father Nicholas II.

The anecdote about the Grand Duchess, a key figure in the conspiracy theories that followed the gunshot and bayonet murders of the Romanovs, has been revealed by a series of photographs found in a remote museum in the Urals.

PHOTOS: See the Lost Photos of the Romanov’s Final Days

Taken in 1916 near Mogilyov, where the Russian military was headquartered during World War I, the photo shows the young girl puffing at the cigarette with every encouragement from her father.

“At the time there was not the same stigma attached to smoking,” wrote the Siberian Times, which described the pictures found in the local history museum of Zlatoust, a small city about 186 miles from Yekaterinburg. It was there that the tsar and his family were slaughtered in 1918 by the Bolsheviks on the orders of Soviet founder Vladimir Lenin.

It wasn’t the first time Anastasia enjoyed a cigarette. According to the report, a year earlier she had written to her father: “I am sitting here with your old cigarette that you once gave me, and it is very tasty.”

Taken by the Tsar himself or his children, the 210 photographs have names and dates penciled on their backs. Historians believe they were put together in a modest album by Nicholas himself while in exile with his family in Tobolsk in western Siberia between 1917 and 1918.

The pictures date from 1914-1916 and show all members of the Imperial family in their last unguarded and happy moments

PHOTOS: Royals Lost and Never Found

Several photos taken in 1916 portray Crown Prince Alexei, heir to a throne that would be abolished the following year. Clad in a stripy bathing suit, he’s shown playing with his father on the banks of the Dnieper River close to Mogilyov. He’s also seen posing on a tree with his beloved spaniel Joy. The crown prince was known to have a genetic disorder, hemophilia, that impair the body’s ability to control blood clotting.

“The images of Alexei show a surprisingly strong boy given that his hemophilia saw him portrayed as sickly,” the Siberian Times wrote.

Alexei was in fact the last to die in what has been regarded as one of history’s most infamous murders.

PHOTOS: Historic Mysteries Solved CSI-Style

The events that led to the Romanov massacre developed just as the album was assembled.

After his abdication on March 2, 1917, Nicholas II and his family were exiled to Tobolsk, where they initially lived in considerable comfort. But following the Bolshevik revolution in October 1917, their conditions worsened. In 1918 the Imperial family was imprisoned in Yekaterinburg’s Ipatiev House, which would later be referred to by a Bolshevik euphemism as “The House of Special Purpose.”

As the White Russian troops approached the Urals, threatening to reach and free the Romanovs, the Imperial family met their fate.

On the night of July 16, 1918, the Tsar, his German-born wife Alexandra and their five children, were roused from their beds and escorted to the basement of Ipatiev House. There they were brutally murdered along with their doctor and three servants.

Those who did not die outright were finished off by bayonets.

The horrific story of the Romanovs’ execution — the dull bayonet stabbings, the shots that ricocheted off their diamond lined corsets — spawned an endlessly hyped myth.

Hundreds of claims were made that either Anastasia or Alexei had miraculously escaped the Bolshevisks’ bullets and bayonets.

The most famous claimer, dramatized in a 1956 film starring Ingrid Bergman, was Anna Anderson, who 19 months after the tsar’s murder, emerged in Berlin claiming she was the Grand Duchess Anastasia — a claim she maintained until her death in 1984.

DNA tests revealed she was born in Poland and named Franziska Schanzkowska.

More recently, DNA evidence from two graves near Yekaterinburg has conclusively shown that Tsar Nicholas II and his wife, the Tsarina Alexandra, died with all five of their children.

The informal snapshots are now on display at a museum in Yekaterinburg, in a show marking the 400th anniversary of the founding of the Romanov dynasty.

Image: Tsar Nicholas II with 15 year old Anastasia puffing at the cigarette. Credit: Zlatoust City Museum/The Siberian Times