When Anastasia was twelve, World War I broke out. The war between Russia and Germany cost hundreds and thousands of Russian lives. Alexandra, Olga, and Tatiana 
became nurses; they worked in hospitals and assisted in surgeries. Maria and Anastasia were too young to become nurses, but they helped in operations and saw many men die. The stress of working in the hospital took its toll on Olga and she had a nervous breakdown.
In December of 1916, Anastasia's cousin Dimitri and Felix Yussupov murdered a man named Gregory Rasputin. Rasputin would pray for Aleksey and seemed to make him well. Alexandra had convinced herself that Rasputin's prayers saved her son's life. She 
believed that Rasputin was a holy man and she believed in him, she even took his advice on many of the decisions that affected the war and matters within Russia.
Rioting grew in St. Petersburg in February of 1917 and Nicholas was forced to abdicate the throne when revolution hit the country. Anastasia's Uncle Misha turned down the throne when Nicholas offered it to him. This marked the end of the Romanov family on the throne of Russia. Initially, Nicholas felt positive about the new Provisional Government that took power. The new strongman, Kerenski, took the family's cars and rooms at the Winter Palace as his own. He later came to the Alexander Palace to see the family while they were imprisoned. http://www.alexanderpalace.org/palace/nurses.html