Anya, an orphan girl of 18 is about to leave the orphanage to work in a fish factory. Of her past, she remembers nothing. The only clue she has is a gold locket bearing the words, "Together in Paris". But what does this cryptic message mean? Anya walks down the snowy streets, dreading going ending up an orphan with no past. She asks for a sign, as a cute little mutt, Pooka, tugs at her scarf. She begins to sing, wishing for a sign
Then she sees a sign, pointing to Saint Petersberg. Deciding to take a chance, she journeys down that path, her only companion Pooka.She arrives in St. Petersburg, hearing of a man named Dimitri, who can supposedly get her passage to Paris. She goes to the old palace, where Pooka races in through the boards barring the door. Anya breaks the door down, and walks into the dusty entry hall, a sorrowful spectre of what it once was. Anya experiences deja vu. She begins to examine the old china, and starts to sing. Ghosts of royalty from the past swirl around her, as she dances with a ghost, a tall handsome man who seems strangely familiar. He kisses her forehead and then disappears. Anya is caught by Dimitri. She asks him if she can receive traveling papers. He says that he can get them for her. But there's a catch: She must pretend to be the missing Grand Duchess Anastasia.
Dimitri, and his partner, Vlad, manage to convince young Anya that she could be the Grand Duchess-after all, nobody knows what happened to Anastasia, and Anya knows nothing of her past. While she doesn't really believe that she is Anastasia, she decides to go along with the plan anyways.
But what Anya doesn't realize is that Dimitri is a con man! He's planning to trick the dowager Empress, Marie, into thinking that Anya is her granddaughter, so he can get a reward. But things don't always go as we plan them.
Unfortunatly, the are not alone in the Imperial Palace. Bartok, a small albino bat overhears their plans. He trips upon an old amulet, which sends him to the underworld. There, Rasputin still exists. He has sold his soul to destroy the Romanovs, and vows to return and finish off Anya, once and for all!
The 3 of them leave for France. Dimitri and Anya quarrel at every little corner. Finally, one night, Vlad discovers that their traveling papers are no good. The trio, along with Pooka, hide in the baggage car. Rasputin's minions disconnect the car from the rest of the train. The three of them are forced to leap to their safety.
Vlad and Dimitri begin training Anya how to act like a princess. Anya shows great progress. Dimitri brings Anya a long blue dress. She laughs, saying, "You bought me a tent?" But when she comes out on deck, Dimitri is smitten! Anya no longer looks like a cute, but ragged street urchin. She looks like a regal, sophistocated young lady. Vlad, finally decides that Anya needs to learn how to dance. He asks Dimitri to teach her. Sparks have been flying between the two young people, and they almost kiss, when Pooka starts barking and growling. Dimitri backs away, telling her she did well. Dimitri then leaves the deck, leaving Anya staring after him in confusion. Vlad sadly admonishes himself for not seeing it sooner: Anya and Dimitri are falling in love.
That night, Anya and Vlad are talking. Anya asks Vlad if she really is doing well. Vlad reasures her, and Anya sees something inside Dimitri's bag: a small, decorative box. Vlad says that it is a pretty jewel box, but Anya says it isn't a jewelry box. Vlad asks her what else it could be. But Anya doesn't know. Visions of dancing figures swirl in her mind. She guesses that it is something special. That evening, Anya has a nightmare. Dreaming that she is chasing a young boy through a meadow, she is actually under the influence of the evil Rasputin! Anya sleepwalks, dancing and twirling, until she reaches the deck. She stands atop the railing, thinking she is about to jump into a lake, where a mysterious man vows to catch her. Dimitri realizes that Anya is not in bed and races after her. He catches her just as she is about to fall off into the sea. Anya is startled, and begins babbling about the "Romanov Curse". As she starts to cry, Dimitri holds her, vowing to protect her.
