— born Peterhof, Russian Empire:
2.  Grand Duchess Tatiana Nicholaievna of Russia, b. 29 May 1897
3.  Grand Duchess Maria Nicholaievna of Russia, b. 14 Jun 1899
4.  Grand Duchess Anastasia Nicholaievna of Russia, b. 5 Jun 1901
5.  Tsarevich Alexis Nicholaievitch of Russia, b. 30 Jul 1904

1.  Leo van de Pas.  Genealogics:  Nicholas II, Emperor of Russia, 1894-1918.

2.  International Society of Genetic Genealogists (ISOGG):

mitoSearch UserID	Differences from CRS		Known Individual
	HVR1	HVR2
DQR2R	126C, 169Y, 294T, 296T	73G, 263G, 315.1C	Nicholas3 ROMANOV II (1868-1918), Tsar of Russia; Marie Sophie Friederike2, Princes Dagmar; Louisa1 of Hesse-Cassel, Queen of Denmark
At Location 16169, Nicholas has what's known as a heteroplasmy, meaning that more than one genetic type occurs among his mitochondria.  His brother, Grand Duke Georgij ROMANOV, shares the same haplotype, including the heteroplasmy.  (Results per ISOGG.)

3.  Peter Gill, et al.  1994.  "Identification of the remains of the Romanov family by DNA analysis."  Nature Genetics Feb;6(2):130-135.

4.  Pavel L. Ivanov, et al.  1996.  "Mitochondrial DNA sequence heteroplasmy in the Grand Duke of Russia Georgij Romanov establishes the authenticity of the remains of Tsar Nicholas II."  Nature Genetics Apr;12(4):417-420.

5.  Bryan Sykes.  2001.  The Seven Daughters of Eve.  W.W. Norton & Co., London & New York, p. 67:

Fortunately, it was possible to trace living direct maternal relatives of both the Tsar and the Tsarina.  The Tsar had an unbroken maternal connection through his grandmother Louise of Hesse-Cassel, the Queen of Denmark, to a Count Nicolai Trubetskoy, seventy years old and living in peaceful retirement on the Côte d'Azur after a lifetime as a merchant banker.

6.  Linda Stone & Paul F. Lurquin, w/L. Luca Cavalli-Sforza.  2007.  Genes, Culture, and Human Evolution:  a Synthesis.  Blackwell Pub., Oxford, p. 262:

...the Tsarina was maternally linked through her sister to Prince Philip of Edinburgh, the husband of Queen Elizabeth II.  In addition, a living relative of the Tsar, Count Nikolai Trubetskoy, known to be maternally connected to Nicholas II, was residing in France.  Both men agreed to donate blood from which mtDNA could be isolated.

7.  Evgeny I. Rogaev, et al.  2009.  "Genomic identification in the historical case of Nicholas II royal family." Proc. Natl. Acad. Sci. USA 106(13):5258-5263 — or the PDF file, which is easier to read.

8.  Michael D. Coble, et al.  2009.  "Mystery solved:  the identification of the two missing Romanov children using DNA Analysis."  PloS ONE 4(3): e4838.

9.  Michael D. Coble.  26 Feb 2009.  Letter: DNA Identificaiton of Romanov Children Remains.  Armed Forces DNA Identification Laboratory, Rockville, MD.
Summary by DGM:

1.  The mtDNA of the Tsarina and her three daughters were retested and confirmed previously published test results. 2.  Because the Tsarina was a German princess, they compared her results to a German  database of 513 samples, but found no match.  They also compared her to a West Eurasian  database of 3340 samples and a global database of 23,627 samples, but found no match thus "making this haplotype a rare sequence." 3.  The mtDNA test of the Tsar matched previously published results, including the 16169Y heteroplasmy. 4a.  Because the Tsar's mother was a Danish princess, they compared his result to a Danish database of 209 samples, but found no match. 4b.  They also compared the Tsar to the West Eurasion database of 3340 samples.  If you ignore the heteroplasmy and consider the Tsar to be 16169C, he has three matching sequences in the database. 4c.  They also compared the Tsar to the global database of 23,627 samples, again ignoring the heteroplasmy and considering him to be 16169C.  He had 19 matches.  No matches to the additional 16169T type were found, therefore:  "The relative frequency of the Tsar‘s mtDNA haplotype was considered to be rare." 5a.  They ran autosomal DNA STR (paternity/siblingship) tests on all seven of the family members.  Results on the five found in the first grave were consistent with previously  published results. 5b.  With regard to the boy (146.1) and the girl (147) from the second grave, "the DNA evidence is 5.6 million times more likely if samples 146.1 and 147 were siblings rather than if these samples were form two unrelated individuals." 5c.  Also with regard to the boy and girl from the second grave, "we found that the DNA evidence is 4.36 trillion times more likely if sample 147 is a daughter of Tsar Nicholas  II and Tsarina Alexandra, and over 80 trillion times more likely if sample 146.1 is a son  of Tsar Nicholas II and Tsarina Alexandra than if these samples were from two unrelated individuals." 6a.  Y-DNA STR tests were run on the remains of the Tsar and his son, plus a living cousin, Prince Andrew Andreevich Romanov. They were an exact match on all 17 markers. 6b.  Their Y-DNA haplotype was compared against three databases: US Y-STR Database (n=4163), YHRD (n=10,243), and the Eurasian Metapopulation database (n=2068+).  No matches were found.

10.  Elena Trynova, et al.  [Submitted as of 2009.] "Forensic DNA profiling of an 1891 blood-stained shirt for Tsar Nicholas II." [as cited by Coble 2009]

11.  Famous DNA:  the Romanovs, the Last Russian Royal Family (online at ISOGG.org).

12.  What is a heteroplasmy?  (online at familytreedna.com).