The Illustrated London News: Sept. 21, 1918
Left: The grand duchesses and their mother, 1916
Right: 1914 Formal of the grand duchesses
Although the Soviet government took pains to spread misinformation regarding the fate of the tsar’s family after the assassination, people around the world already suspected what had really happened. Lenin’s government in Moscow was on shaky ground at the time of the Romanov murders and did not want to be seen as the murderers of innocent women and children. Some of the rumors concerning the survival of some or all of the Romanov women were actually started by the government to hide what they had done. They may have even gone as far as to install a group of five women in a house in Perm, where some believed the tsar’s wife and daughters had been taken, and force them to pose as the Imperial women. The average Russian peasant would have been unlikely to have ever seen the tsar’s family, so it would have been relatively easy to convince them that they had “seen the grand duchesses alive” in Perm. On the other hand, many of the executioners were quite open about the fact that the entire family was dead. This marked disparity in testimony caused just enough confusion so that most Russians were genuinely unsure of what had happened to the Romanovs.
Source: The File on the Tsar by Summers and Mangold
(note: this book is extremely outdated as far as the information about what we now KNOW really happened to the Romanovs, but it does include some interesting information like the deliberate spread of confusion after the murders by the government and some of the evidence from the Sokolov Report.)