Everyone in the city knew the palaces of all the grand dukes and nobles, including, of course, that of the most princely family, the Yusupovs, who after the Tsar were said to be the richest in Russia. Their sprawling palace at 94 Moika held, according to gossip, a gilded theater, picture galleries that held treasures of the world, bowls of uncut jewels, and room after room, some five hundred in all.

When the troika rounded a bend in the canal and the majestic yellow façade of the palace came into view, I wondered where in the name of God my father could be in there, in which wing, on which floor. Or was he even in there at all? If by chance it was all a ruse, if Prince Felix meant my father mortal harm, could he have driven him elsewhere? Peering ahead, I spied lights burning in a corner room. I only hoped it was really a party, that Papa was in there, dancing and drinking his Madeira. But how would I get in to find out? No matter whose daughter I was, there was no way I would be admitted, not at this hour and not in my plain dress. Even if I made a scene at the front door I wouldn’t be allowed entry, nor would my father, if indeed he was there, be able to hear me.

Pointing to a side alley, I shouted up to the fur-covered driver, “Pull in there!”

In one giant arc the troika came swooping into the narrow street, slowing to a comfortable stop.

“Wait here,” I said to the driver as I climbed out of the rear. “I’ll be back in fifteen minutes.”

“Now wait a minute, young lady. I wasn’t born yesterday. How do I know you’ll return…and how do I know I’ll get my rubles?”

“We live at sixty-four Goroxhovaya, third floor. If I don’t come back, go there and ask our housekeeper, Dunya, for the money. On the name of Xhristos, I promise you’ll get paid.”

As he shook his head and rolled his eyes, he said, “Fifteen minutes, no more!”

“Fair enough.”

Pulling my cloak tightly around me, I hurried off. Within a few quick steps I emerged onto the street, turned to my left, and crossed to the granite sidewalk along the canal. Just ahead the Yusupov Palace, so massive and severe, nearly as formidable as a prison, rose up in the snowy night.

Oh, Papa, I thought, are you in there?

As if in reply I heard it clearly in my mind, a silent plea: Yes, Marochka, sweet daughter of mine. Come quickly, quickly!

Suddenly a sense of forgiveness flooded through me, and at that moment I knew not only how much my father needed me, but how deeply Papa and I were connected, how much of me was simply him, both literally and spiritually. The next moment, however, I felt a shock of mortal fear rip through me. Something terrible had already transpired against him. I knew it for certain, for I could feel his pain in my soul.

Shuddering, I hurried forward, following the edge of the frozen Moika. On this end of the palace sat a courtyard, which was separated from the street by a short stone wall and gate. And while I saw neither motorcar nor carriage parked inside, I did spy a small service door tucked in the side wall of the palace itself. Up ahead I could see but few lights on in the expansive building, most of them in the corner closest to me. That made sense. Palaces as huge as this were usually divided up, one wing for the parents, one for the younger generation. Yes, those lighted rooms were undoubtedly part of Prince Felix’s apartments; who else would be up so late? Even as I approached the structure I heard revelry of some sort-music, actually. Pausing, I heard a song blare through the double-paned window. Was the prince hosting a soirée of some sort? Were those the sounds of a small band? I couldn’t really tell. I could see shadows within, some movement, but nothing more specific, for heavy draperies framed the sides of the windows and lace curtains covered the center.

Hugging the wrought-iron railing along the embankment, I hurried on, scanning the façade of the palace, which rose some three or four stories. There had to be more than fifty or sixty large rectangular windows facing the street, and all but a very few were dark. Reaching six tall white columns that framed the entry, I saw the doorman sitting just inside, snoozing away.

I crossed the narrow road and went right up to the palace itself. Along the base of the structure was a series of half-moon cellar windows, and I peered in one after the other, finding them not only dark but covered with thick iron bars. Standing on my toes, I reached up to the metal sill of one of the ground-floor windows and tried to see in but could not. The room inside was black, and the heavy curtains were drawn tight against the cold.

Wasting no time, I headed toward the corner where the lights burned. With some sort of soirée going on, Papa was more than likely there. These early hours-it had to be near one in the morning-were his favorite for drink and dance, and the possibility of merriment relieved me a bit. Perhaps I was all wrong to worry. Hoping so, I neared the windows and could hear the music more clearly. In fact, I recognized the tune, one of the most popular of the day, “Yankee Doodle.” I heard words in what I knew was the English language and surmised that the music wasn’t coming from a small band but from one of those new machines that only a prince could afford, a gramophone. Even as I listened, the tune came to a scratchy end and started over.

The only windows filled with light were the last two or three ground-floor ones, and I stood again on my toes and tried to peer up into one of them. The fine white curtain was so sheer it was nearly transparent. The first thing I could make out was a brightly lit sconce on the right wall, second was the barely discernible image of someone crossing the room. I could see nothing more. And above the loud music I could hear nothing, no laughing or talking.

Then I heard a scream, not one of pleasure or delight but deep and coarse.

My entire body went rigid with panic. That had been no princess in distress, no fine lady either. It had been a man-my father. I recognized his shout immediately, for the tone of his distressed voice resonated deep within me. I jumped up, tried to see in the window, but couldn’t. The only thing I could see was the blazing sconce on the wall, and the only thing I could hear was the cheerful fast-paced words of “Yankee Doodle.”

Then the end happened faster than I could have imagined: A single shot rang out. But it didn’t come from behind the lace curtains of the ground-floor room. Rather, the blast seemed to circle my feet, followed immediately by another scream, this one less powerful and infinitely more desperate.

“Papa!” I cried aloud.

Bending over, I saw faint light emerging from an arched window in the cellar. I fell to my knees, clung to the heavy iron bars, and tried to see in but couldn’t, for the window was covered with heavy drapes. In my heart of hearts, however, I knew exactly what had happened: Papa had been led to the palace, taken down to some basement room, and then…then…

I tugged like a crazy woman at the window grate, but of course it didn’t budge. I turned to the right, the left, peering helplessly up and down the street. What could I do? Who could help? Even if I shrieked to the heavens, it wouldn’t matter.

Then it flashed before me, the image of the tiny service door tucked in the side of the palace. All at once I was on my feet, tearing down the snowy sidewalk. The courtyard gate was locked, so I ran right up to the short stone wall, gathered up the folds of my skirt, and clambered over. Slipping as I swung my feet over the top, I fell onto the ground inside. Frantic, I scurried to my feet and rushed like the maddest of fools to the small door. It never occurred to me that it might be locked, it never occurred to me what I might find within if I did gain access to the palace-or what I would do.