Rasputin is enraged that his forces have failed. He vows to kill her himself. Together with Bartok, they journey to St. Petersburg.
Vlad, Anya, and Dimitri arrive in Paris, at the home of Sophie, Marie's cousin and lady-in-waiting. Sophie and Vlad flirt with one another, after Sophie dismisses yet another pretend Anastasia. She invites Anya to sit down, but mentions one very important fact: Marie is tired of the phonies. She swears that she will see no more girls claiming to be Anastasia. However, Sophie invites the three to the Russian Ballet the next evening, which she and Marie never miss.
Pooka, left in the garden, paces in the flower box outside the window, peering in at his mistress. Anya is very charming, and witty, and Vlad and Dimitri are thrilled. But then, Sophie decides to ask Anya a tougher question: How did she escape the mob? Dimitri and Vlad groan; they fear that their ruse is up. But Anya gets a dreamy look in her eyes, and tells about a kitchen boy opening a wall. Then she laughs, saying that it must sound silly, walls opening! But Dimitri is shocked: HE was that kitchen boy! It is that instant that he discovers the truth; that Anya really IS Anastasia!
Dimitri and Vlad excuse themselves to allow Anya to get better aquainted with Sophie. Once outside, Dimitri tries to tell Vlad the truth, but his partner will not listen. Vlad is too taken with Sophie, and too thrilled over Anya's performance to listen. Then, Anya comes running out, exclaiming that Sophie promised to take her shopping in Paris. "Shopping, in Paris? Can you believe it?" She exclaims, spinning around.
That evening, Vlad, Sophie, Dimitri and Anya make a night of it in Paris. They dance, sing, and take in all the sights. Dimitri sladly watches Anya dancing, finally admitting his love for her, and his regret that they can never be: Princesses don't marry kitchen boys.
Dimitri finally tells Vlad, as they are waiting for Anya to dress for the ballet, that Anya really is Anastasia. Vlad asks him how he knows, and Dimitri explains to Vlad that he was the boy who saved Anastasia and Marie. Vlad smiles, saying, "Then our Anya has truly found her family." But he notices Dimitri's mood. When Dimitri tells Vlad why they can never be, Vlad tries to dismiss it, but they are interupted by Anya. Dressed in a long, sparkling blue gown with a long train, diamonds, and white gloves, she is absolutely gorgeous. Dimitri takes her arm, as Sophie takes Vlad's.
All through the performance, Anya is terrified. She tears her program to shreds, until Dimitri takes her hand, assuring her that she will do just fine. After the ballet, Dimitri and Anya approach Marie's balcony. Anya is too afraid, and tries to run. Dimitri reasures her that she must go through with it. They gaze into each other's eyes, Anya saying that she has to tell Dimitri something. There is a strained moment when she remembers herself, and tells Dimitri thanks. He is disappointed, and turns to enter Marie's box. Anya stays outside the curtain, nervously wringing her hands.
Marie refuses to talk to Dimitri. She asks her guards to throw him out, but he escapes, begging the Dowager Empress to speak with him. She tells him that she has heard of his scam, to dress girls up to pretend to be Anastasia, in order to get the reward money. Outside, Anya gasps! When Dimitri emerges, she pounces on him. He tries to tell her that she really IS Anastasia, but Anya will hear none of it. She slaps him across the face, stomping out of the theater.
Dimitri refuses to give up. He hijacks the Empress's carriage, and insists she listen to him. He finally gives her the music box. She asks where he got it. Meanwhile, Anya is in her room. She is still dressed in her opera gown, but has discarded her gloves and her diamond choker for her special necklace. Marie walks in. Anya spins around, gasping. Marie talks with Anya a bit, saying that while Anya is the best actress she's seen, she doesn't believe that she's Anastasia. On the way out, Anya notices the smell of Marie's perfume, peppermint oil. She speaks of a memory of a scented rug. Marie remembers Anastasia spilling a bottle of the perfume on the carpet, until the whole room smelt like peppermint. Anya said that she used to curl up on the rug when she missed her grandmother. She turns, watching as Anya nervously twists her necklace. She asks where Anya got the necklace. Anya says, "I've had it for as long as I can remember." Marie holds out the music box, realizing that Anya is Anastasia. She asks Anya if she remembers it, and she does. Anya speaks of their special lullaby, the music box to sing her to sleep when she misses her grandmother. Anya begins to hum the tune, fitting the key into the music box, and opening it. The two tearfully embrace.