So wikipedia has a page on Russian Political jokes and there are many that are very good:

A man was reported to have said: “Nikolay is a moron!” and was arrested by a policeman. “No, sir, I meant not our respected Emperor, but another Nikolay!” - “Don’t try to trick me: if you say "moron”, you are obviously referring to our tsar!“

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The last Romanov patriarchs at their Coronation Mass, painting by Laurits Regner Tuxen, c. 1898.

“The coronation in Moscow on May 26th 1896 was the most opulent celebration which I ever witnessed. It bordered close to the Oriental and lasted for 10 days. In Moscow the cathedral was filled with paintings on gold ground of saints and all priests were dressed in gold robes applied with embroidery and precious stones. A very deep feeling of mysticism was in all the ceremonies and you could feel the tradition of Byzance… And following the prayer for the Emperor he gets up and then is the only person standing at that moment in the whole Russian Empire… To look at all this must have been like a fantastic dream because the sun was shining an all.” - Ernest Louis, Grand Duke of Hesse, Brother of Empress Alexandra, Grandson of Queen Victoria

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The “Alexandra Curse” of the Romanov Family

For the British Royal Family, the name “John” brings ill-luck and the family has since evaded from naming any of the royal sons John. This was largely due to King George V’s son, Prince John of the United Kingdom, who was hidden from public view and died at the age of 13. The female name of “Alexandra” was the naming taboo to the Romanov family for similar reasons.

Ever since Grand Duchess Alexandra Alexandrovna’s premature death at the age of six in 1849 and the other two Russian-born Alexandras before her, Imperial couples had avoided naming their daughters Alexandra. This alleged curse was the reason Empress Alexandra Feodorovna of Russia (d. 1918) chose not to give her name to any of her daughters.