In 1914, archduke Franz Ferdinand of Austria is almost murdered in Saravejo by an anarchist named Gavrilo Princip. He survives and Gavrilo is condemned to death by the Serbians, who don't want a war against Austria.
So, things goes on in Russia and rest of Europe, all okay. In 1916, Grand Duchess Olga Nikolaievna marries Christopher of Greece and Denmark, and have three children: Marie Alexandra (1917-1992), Elisabeth (1919-1987) and Nicholas (1920-2007).
But, in 1917, a Revolution starts in Russia, because of a strike of workers of almost all factories in St Petersburg. The tsar is obligated to "suspend" his powers; and indicates Alexander Kerensky as prime-minister. The Revolution gives hope of Republican movements in all Europe, and Revolutions starts in United Kingdom and Germany. The three eldest sons of king George V, David, Bertie and Mary, are incarcerated by the BRA (British Republican Army) but later are released. In Germany, the Emperor is obligated to give REAL powers for the parliament and Germany turns into a REAL constitutional Monarchy.
Fortunately for the European crowns, the 17's Revolutions (as they are called now) end in early 1918. In June 1918, Grand Duchess Tatiana Nikolaievna marries king Alexander of Yugoslavia. They had four children: Peter (1919-1990), Alexander (1920-1998), Elena (1922-1995) and Nicholas (1926-). Nicholas of Yugoslavia is the only male grandson of Nicholas II of Russia who is still alive.
In 1919, with 19 years old, Grand Duchess Maria Nikolaievna marries a minor German prince, of a Morganic branch of the House of Mecklenburg, prince Charles of Rostock, who turns into Grand Duke Karl Alexandrovich. They had seven children: Nataliya Karlovna von Rostock (1920-1994), Feodora Karlovna von Rostock (1922-2004), Viktoria Karlovna von Rostock (1924-1956), Nikolay Karlovich von Rostock (1925-1989), Pavel Karlovich von Rostock (1927-1993) and Maria Karlovna von Rostock (1930-). The tsar changed the Succession law and Maria's sons and daughters were in the line of succession to the Russian throne after Alexei and their mother. And the sons of Ksenia Alexandrovna and Olga Alexandrovna were in line of Succession (Cyril was in 20th after that ... Miechen almost died when she saw that).
And, finally, in 1927, Grand Duchess Anastasia married Henry of Gloucester, son of George V and queen Mary. They had two children: George of Gloucester (1930-2009) and Olga of Gloucester (1932-).
The question of the marriage of the Tsarevich was a state question. Alexander Kerensky suggested Maria Kyrillovna, the eldest daughter of Cyril Vladimirovich. Alexei liked her and asked permission to marry her. His father said: "Sure, marry her. Moreover, why didn't you stick a knife in your Mama's heart? Would be the same thing". But the Empress was arranging a match for her son: the beautiful May of Teck, niece of the British queen. Alexei married her in April 1930 at the Winter Palace. They had four sons: Nicholas Alexeievich (Nicholas III, 1930-2010), Peter Alexeievich (1931-2005), Alexander Alexeievich (1932-2008), and Elisabeth Alexeievna (to honor empress Elisabeth Alexeievna of the 18th-19th Century, 1934-). Unfortunately, Alexei died in 1935, of a haemophilia attack, one year before his father. Nicholas III ascended the throne under the regency of his political and intelligent aunt, Olga, a period who is considered one of the greatest periods of Russia in the 20th Century.
The regency ended in 1948, when Nicholas turned 18. He married Felicitas of Prussia in 1959, and had two children, Peter IV of Russia (1960) and Olga of Russia (1964). Nicholas died in 2010 and his 50-year old son, Alexei, is now the Emperor ("autocrat" was gone since the 1917 Revolution) of All Russias, with the name Alexei III. He had a 15-year old son, Alexander, and a 13 year old daughter (Nataliya Alexeievna), from his wife (the first legally commoner empress since Catherine Dolgorukova, in the 18th Century), Sonya Nikolaievna Shrementyeva.