June 20 1922, the young woman that I had taken to my house from the asylum invited me to come to her room and, in the presence of my wife, the Baroness Marie Karlovna Kleist, she asked me to protect her and to emphasize her rights. I told her that I was at her disposal, provided that she reply quite frankly to my questions, I asked for her first who she was. The response was adamant: She was the Grand Duchess Anastasia Nicolaiievna, the youngest daughter of the Emperor Nicholas II. Next, I asked for her to give her account of the slaughter of the Imperial family and how she was able to save herself. I obtained the following response:
Yes I was present at the time of the slaughter of the Imperial family, and, when the slaughter began, I hid myself behind the back of my sister Tatiana who was killed by a blow (shot). Next, I received some blows (shots) and lost consciousness. When I regained consciousness I was located with the family of a soldier who had saved me. Then with a female relative of the soldier and I left for Romania; and when this last one died (in Romania), I travelled to Germany alone; I had the intention to live hidden due to the fear of being followed and to earn my living by working. I did not have any money, but I possessed some jewels; I sold them, and with this money I arrived here.
All these trials deeply shook me, so that, for a moment, I lose all hope to see the arrival of better days. ALthough knowing Russian, I avoid speaking it, for this language evokes in me extremely painful memories, the Russians treated us so poorly, me and my parents (family).
The Grand Duchess Anastasia Nicolaiievna consented to confirming all that she had said to me in the presence of General Schulmann. She equally agreed to invite, for recognition and identification, Prince Dolgorukov, who was in the service of Her Majesty the Dowager Empress Marie Feodorvna, whose arrival in Berlin was expected soon.
July 1922, the young person that I took from the Dalldorf asylum at my place confirmed adamantly, for the second time to me, Arthur Gustavovitch Kleist, that she was the Grand Duchess Anastasia Nicolaievna. She added:
Of all of my close relatives, I would want to see the Grand Duchess Xenia first.
I liked this aunt a lot, and I am sure that she will recognize me better then the other aunts, although I do not understand why other persons who have known me well beforehand do not recognize me now.
My aunt Xenia Alexandrovna often called me "Astouchka", and when I have recalled this name to her, she will no longer have doubt of my identity.
This is the reason I will write to Xenia Alexandrovna a letter that I will pray you send to her.
After that, the one who called herself Grand Duchess Anastasia Nicolaievna declared that in fact, being in Romania, she had, due to the advice of her companion, tried all means to alter her facial features. She received, from an intermediary, this person who died in Romania, a device (apparatus), that she used on her face and succeeded a little in changing the form of her nose and mouth.
(Signed) Baron Klesit
August 4 1922, Zenaiide Sergueiievna Tolstoii communicated, to me, Arthur Gustavovitch, Baron Kleist, that which follows: August 2 years ago, the one that calls herself the Grand Duchess Anastasia Nicolaiievna communicated to me that she was saved hands of the bolsheviks by the Russian soldier Alexander Tschaiikovski. It was with the family of the latter, consisting of his mother Marie, his sister Veronica, twenty-eight years old, and of his brother Serge (younger than his sister), and herself, Anastasia Nicolaiievna, arrived to Bucharest (Romania), where she remained until 1920.
She bore Tschaiikovski's child, a boy that must now be almost three years old. The child has black hair like his father, as are were his eyes. The Tschaiikosvki family lived in a street situated close to a train station: It was, probably, the street "Swienti Voevosi", she does not remember the house number. In 1920, Tschaiikovsi was attacked in a Bucharest street; he died from his injuries. Then Anastasia Nicolaiievna, without warning anyone, flees Bucharest and arrived in Berlin. Here she takes a room in a small boarding house, close to the train station, in Friedrichstrasse. Anastasia Nicolaiievna does not remember the name of the boarding house. Next, Anastasia Nicolaiievna declared that her child remained with the Tschaiikovski family, and she prayed to have him returned to her as fast as possible.
(Signed) Baron Kleist]
June 7, 1922, I, Arthur Gustavovitch Kleist, was present for the questioning of the unknown one which took place at the Dalldorf asylum. She declared the following:
'I arrived in Berlin in the middle of the month of February 1920, I do not remember the exact date. I arrived here alone, coming from Russia and having gone through Romania. Immediately in Berlin, I changed clothing, in order not to be recognized. for it seemed to me that I was followed. I no longer know what with that which I changed clothing. I was free for less than a week, for I was first placed in the Elizabeth Hospital, where I spent six weeks, then I was transferred to the Dalldorf asylum.'
After that, the unknown one was overcome by strong emotion, and, when I ask her how she came from Russia she does not give any response and only declared that her companion died in Romania. Being in an extreme agitation the unknown asked me if it was possible to recognize her and if her relatives in Paris had been informed about her stay with me. After giving her a negative response I told her it was preferable not to advise her relatives in Paris because in my opnion it would be more convenient to inform her relatives in Denmark. For the moment the unknown one then abstained from giving any information to me.
That same evening, at supper, I asked the Unknown one if she would consent to say her name to me. I wanted to write on a slip of paper two names, whereby she would cross out the one that would be false, after which I would destroy the paper. The unknown one accepted my suggestion. I wrote on the paper the names of Anastasia and of Tatiana in Russian and then I passed her the paper. Having read it, she crossed out the name of Tatiana, and returned me the paper that was immediately destroyed, as planned. Some moments later, the unknown one asked me not to change anything in our rapport, because of this declaration, and not to observe etiquette.
Continuing my questioning, I wanted to know with whom she had come from Romania with and how she had made Marie Peuthert's acquaintance. Replying to the first question, the Unknown one declared that she had arrived in Berlin alone and and that her companion died in Romania. She refused to say more about it (she remained stubbornly silent). Replying to the second question, she explained that she had made Marie Peuthert's acquaintance at the Dalldorf hospital, that she had not known her beforehand and that in any case she had not come with her to Berlin.]