The tale of the reign of Tsar Nicholas II, the last Romanov emperor, is well known to history. Bloodshed, holy men, a domineering wife, and a haemophiliac son are recurring themes in studies of Nicholas’ reign. There is also a tendency to overlook the four girls in white dresses who appear on the margins of these narratives: the Grand Duchesses Olga, Tatiana, Maria, and Anastasia Nikolaevna, daughters of the tsar. This thesis aims to examine the lives of these four young women using translated versions of their diaries and letters, as well as memoirs and letters written by those closest to them; essentially, it asks what exactly a Russian Grand Duchess did every day. By reconsidering the tercentenary celebrations of the Romanov dynasty in 1913 as well as their activities on the home front during World War I, “‘After that we wrote.’: A Reconsideration of the Lives of Olga, Tatiana, Maria, and Anastasia Nikolaevna Romanova, 1895-1918” sets out to tell Olga, Tatiana, Maria, and Anastasia’s stories in their own words.