Brother of Tsar Nicholas II Grand Duke Mikhail Alexandrovich, circa 1903 (via Costume Ball in the Winter Palace. "And Michael lost the diamond clip! It must have fallen off his cap while he was dancing. My mother and he were in despair - the clip being one of the crown jewels. All the halls at the palace were searched that very night. At dawn the detectives searched from basement to attic. The diamond clip was never found. "