He folded the piece of paper, put it into his pocket, and walked away without looking back.

Ruzsky climbed the stone steps to the platform level of the station and emerged onto the concourse. A conductor blew his whistle loudly and the engine closest to him released a burst of steam that billowed out across the platform. Light spilled through the glass panels of the curved iron roof.

Ruzsky walked past the shops selling sweets and cigarettes and noticed how bare even their shelves appeared. Before the war, they’d also have sold pastries and bread, but now there was no sign of either. Only a man standing next to a brazier by the edge of the concourse, selling baked lavasky, the wafer-thin round cakes, appeared to be doing any trade.

Ruzsky grasped the brass rail at the entrance to one of the carriages and swung himself up, slamming the door shut behind him. He took his seat and pushed up the window next to it, a few crystals of snow and ice floating down onto his lap.

On the platform outside, three women in fur coats and hats stood next to an officer in the dark blue and green parade uniform of Her Majesty’s Cuirassier Regiment-the Blue Cuirassiers. Next to them, a newspaper boy in a flat cloth cap was shouting loudly in an attempt to sell copies of Petrogradskie Vedomosti and Novoe Vremia beside a crudely inscribed headline board: “Western Front: no changes; Rumanian Front: no changes; Caucasian Front: no changes. Bravery of Russian Soldiers! Shaliapin Charity Concert to be announced in Moscow.”

As Ruzsky watched, the officer stepped over and ordered the boy curtly to be quiet, before moving back toward his companions. He said something to the women and then tipped back his head in laughter as the whistle sounded.

For all his rebellions, Ruzsky could not help sharing his family’s prejudice against cavalry officers. The Preobrazhensky was in the Infantry Division of the Life Guards.

He stood and returned to the platform to buy a copy of Petrogradskie Vedomosti. He gave the boy a large tip.

The carriage was almost empty, save for a young couple in the far corner staring out of their window. Ruzsky stretched his legs and sank back into the leather seat.

There was another whistle and the train began to move off. The view across the rooftops through dull light and dirty windows appeared endless.

The girl at the far end of the carriage leaned her head affectionately on the man’s shoulder. They were young, both of them, possibly palace household staff.

Ruzsky pulled his thin overcoat tight, trying to ignore the cold. He took out his silver case and almost smoked a cigarette, before thinking better of it. He turned the case over and looked at the family crest. Like the Romanovs’, it depicted a giant eagle-but single headed.

He closed his eyes. Train journeys always transported him back to his youth and those moments when the family would leave Petersburg and set off for what had been his father’s favorite country estate at Petrovo. Sometimes, still, Ruzsky revisited every detail of that journey in his mind: the packing of the household, the excitement that flooded through everyone, even the servants, for days beforehand; the hampers, the first-class compartment, the soporific rattle of the train as it moved slowly south; the horse-drawn troikas that would be waiting at the station two days later and the thrill of that last journey when he, Ilya, and Dmitri would climb down and run through the woods to the house. He could see, even now, the village sparkling through the pine trees as they crested the last hill, the house ablaze with light.

He wondered if he would ever go back.

The train rattled past a frozen lake upon which a boy of six or seven was skating with halting, uncoordinated movements. Ruzsky watched him as he fell and sat suddenly upright, craning his neck to see if he had gone through the ice.

But the boy stood. He dusted the snow from his clothes and began to skate again.

Ruzsky kept his eyes upon him until the train had rattled around the corner of the wood and out of sight.

He picked up his newspaper. There was a long article on the front page that contained the usual fantastic assertions about the progress of the war and a claim that the radical political changes demanded by some would shatter the foundations of Russian society.

This was the newspaper Ruzsky’s father had always treated as a conservative bible. He flicked through it. A group of criminals had robbed a million rubles from the Mutual Credit Bank in Kharkov, drilling through a wall from a neighboring house.

He put the paper down. Perhaps it was a sign of the times. When a ship hit bad weather, it was every rat for himself.

When he reached the station in the town of Tsarskoe Selo itself, Ruzsky climbed into the back of a droshky and a few moments later the wind was cutting into his cheeks as he was hurried along Sadovaya Ulitsa, past the formal gardens of the Catherine Palace. The weather was much clearer out here, and the magnificent blue, white, and gold baroque facade of the palace sparkled in the sunlight. Above it, the Imperial Standard of the Romanovs crackled in the breeze.

Ruzsky watched a green ambulance with a red cross on its side slide through the gates of the palace. Since the start of the war, a section of the grandest of all the Romanovs’ homes had been turned into a hospital for officers.

Not that it had done the ruling dynasty any favors.

Ruzsky smoked a cigarette to hide his nerves. He had been here as a child, when his father had been summoned to a meeting with the present tsar’s father, Alexander III, in the Catherine Palace-a rare event since Alexander had preferred his home at Gatchina-but this time Ruzsky doubted he would get past the gate.

Even as the son of privilege, Ruzsky had found the opulence awe-inspiring. So many servants, he had told his mother. Nor could he forget the look of rapture in her eyes.

The droshky slowed as they approached the Alexander Palace and the driver stopped short of the gate. Ruzsky paid and sent him on his way.

He waited for a moment as he pushed the bundle of his own rubles back into his pocket. Two guards stood by the gate. There was a sense of calm within. The emperors did not like to see servants arriving and leaving, he had once been told, so an entrance to the palace complex had been built underground. He was surprised by how ordinary it all seemed. Somehow, given the climate in the capital, he had expected to find hundreds of guards and thick barbed wire fencing.

“Ruzsky, Alexander Nikolaevich, investigator of the Petrograd police,” he told the guards, producing his identification papers.

The men were soldiers from the Cossack Escort Regiment, but as he handed over his papers, Ruzsky noticed another man-an officer of the Police of the Imperial Court -watching him from inside the gate. After a few moments, the man, dressed in a long, elegant gray overcoat, slipped out and walked toward him.

“An investigator from the city police,” one of the guards explained as the policeman took Ruzsky’s identification papers and examined them.

He looked carefully at the photograph, then up at Ruzsky. “It says here you’re the chief investigator.”

“Yes.”

“I don’t know you.”

“I’ve been away.”

“To the front?”

“No.”

The man frowned. “You are still the chief investigator?”

“I suppose so.”

“You suppose so?”

“Yes, I am.”

“Your papers are out of date.”

Ruzsky looked at him, not sure if he was joking. “I apologize,” he said, realizing that the officers charged with the Tsar’s personal protection had nothing to smile about. “You’re quite correct, they are out of date, but I’m conducting a murder investigation.”

“Not Rasputin?”

“No.” Ruzsky shook his head.