Grand Duke Alexander Mikhailovich (1866-1933), the brother-in-law of Tsar Nicholas II (r. 1894-1917), gives an interesting anecdote in the second volume of his memoirs, Always a Grand Duke, published in the year he died, 1933, showing how the last Russian Emperor conceived of the duties of his office.
A little bit of background on Grand Duke Alexander and Imperial Russia:
Grand Duke Alexander was the son of Grand Duke Mikhail Nikolayevich, one of the children of Tsar Nicholas I (r. 1825-55), and the husband of one of Nicholas II’s sisters, Grand Duchess Xenia Alexandrovna, who was the mother-in-law of Prince Felix Yusupov and a cousin of Grand Duke Dmitri Pavlovich, the two leading conspirators in killing the notorious “holy man” Grigori Rasputin in December 1916.
The Russian Tsardom was founded in 1547 by Ivan IV (r. 1547-84), usually known as “Ivan the Terrible”. The system was an autocracy in the most literal sense, with the Tsar anointed by God and answerable to Him alone. Through all of the changes—the upheaval in the Time of Troubles, the Petrine reforms, the Catherinian Era, the liberation of the Serfs—it remained, in its essentials, intact. The Emperor, as rulers became after 1721, was the state, and from him or her flowed all laws and authority. Even the social groupings in the country, like the nobility, existed by state fiat as appointed cogs in the bureaucratic machine and could have everything expropriated at a moment’s notice by Imperial command. The nobles were thus not an independent power centre; they were an atomised mass of individuals, consumed with their state jobs and not losing them. Indeed, it is wrong really even to speak of the Russian nobility as a “grouping”; the nobles had no corporate identity—and no land, privileges, or institutions around which one could develop—that would lead to the formation of a European-style aristocracy that could act as a class to balance the monarch. As such, the possibility that the nobles could over time develop a governmental system of “checks and balances” was both practically difficult and ideologically rejected: the autocrat’s powers were given by God and had to be preserved in full.
As in all human systems, the theory had inconsistencies in practice, not least the seriousness with which Emperors regarded the sacral nature of their responsibilities. As the sole source of policy, the Tsars could—and did—abruptly change course, and sometimes there was enough resistance to this that it was blocked, but never by legal mechanisms. Pyotr III (r. Jan.-Jul. 1762) and Pavel I (r. 1796-1801) tried to reorient Russia’s foreign policy and were deposed and killed in Palace coups. Alexander II (r. 1855-81) rapidly liberalised the domestic situation and was cut down by terrorist-revolutionaries who (correctly) saw this reformism as a hindrance to their messianic schemes.
Nicholas II was true believer in the heavenly mandate of his position as Autocrat of All-Rus. This had a paradoxical effect in making Nicholas a rather hands-off ruler: he had no personal taste for power in the way his father, Alexander III (r. 1881-94), had; he looked for signs of God’s desire that he intervene in state policy and trusted Providence with the rest. It did make it personally traumatic for Nicholas, amid the terrorist wave of 1905, to assent to the October Manifesto, which for the first time introduced constitutional restraints on the government, and for him to abdicate in 1917 to try to preserve Russia against German aggression, since he believed he was betraying an oath given to the Divine.
At the end of Grand Duke Alexander’s book, a snapshot of Nicholas’ thinking about the monarch’s duties is given in a discussion of royal marriages, specifically those of Nicholas’ brother, Grand Duke Mikhail Alexandrovich (“Misha”), and Nicholas’ uncle, Grand Duke Pavel/Paul Alexandrovich, a son of Alexander II’s. It is not totally clear when this exchange takes place. Alexander Mikhailovich makes reference to meeting the Austrian Emperor Franz Joseph (r. 1868-1916)—whose “decorative … whiskers … failed to disguise the protruding jaw of the House of Hapsburg”—in 1889 to plead the case of Archduke Johann Salvator, known as John Orth, and says that his meeting with Nicholas II took place a “whole quarter of a century” later, which would be some time in 1914 before the outbreak of the First World War. Hints in the text suggest that the meeting might have taken place in late 1912.
Regardless, here is the excerpt from Always a Grand Duke (pp. 293-98):
In the case of John Orth, I was prompted by a purely egotistical motive: I was thinking of myself and my own future. But now, in the study of Czar Nicholas II, I spoke with the eloquence of a worried father. My own sons were rapidly growing up and I felt that unless I succeeded in breaking that wall of prejudice there would be trouble and heartbreak and tragedy in my family. The circumstances seemed favorable: the Czar had to deal with two other culprits at the same time. The elder was his uncle, the younger was his own brother. Both were handsome and beloved by everybody. Both, with an interval of ten years, had married divorced commoners. Both had been forced to leave Russia.
“Things have come to a pretty pass,” said the Czar nervously, “when my Uncle Paul dares to marry the divorced wife of one of my officers and my brother Misha goes his uncle one better and picks for his consort a twice divorced daughter of a radical Moscow lawyer. A double breach of etiquette in the case of Paul and a triple breach in the case of Misha!”
What he meant by “double” and “triple” breaches was that not only was a Grand Duke not supposed to marry a commoner, but no divorced woman was ever permitted to appear in the presence of Their Majesties.
“My conscience is clear,” he added as an after-thought. “I did everything to stop Misha from taking that reckless step.” I had to suppress a smile.
Not only had the Czar done his level best to interfere with his brother’s marriage in Russia but every Russian Ambassador abroad had been mobilized, every European chancellery notified, and a squad of secret service men [from the Okhranka were] dispatched to shadow the fugitive couple, with the result that the story of Misha’s wedding reads like a detective thriller. …
[Having apparently done their work by diplomatically blocking Misha’s ability to get a marriage license in Germany and France,] St. Petersburg Society prepared for the home-coming of the prodigal Grand Duke … [I]t looked as if … he would have to return and beg the forgiveness of his Imperial brother.
The chief of the secret service received monarchial thanks for the efficiency of his men, and for a whole week all was peace in the Czar’s palace. Then a disturbing wire arrived from the Russian Ambassador in Vienna [in late October 1912]: a man by the name of Michael Romanoff had been married to a woman by the name of Natalia Sheremetievsky in a small Austrian town just a week ago. …
The irritation of the Czar may well be imagined. Disobeyed and ridiculed when his brother, Mikhail, married a commoner, the Czar was in no mood to listen to my plea for tolerance and forgiveness to the second in line to the throne.
“You are wasting your time. If I fail to discipline my own uncle and brother, then what right have I got to expect the outsiders to obey me?” [Nicholas II said]
“Quite so, Nicky, but let me remind you of something that we both witnessed as children. Do you recall that night in the Winter Palace when we sat at the dinner table of your grandfather and watched our relatives snub the poor Princess Dolgorouky [the mistress and then wife of Alexander II]? Weren’t you sorry for her? Weren’t you in sympathy with your grandfather?”
“Of course I was, but I was only thirteen then, and naturally no boy of that age can appreciate the wisdom of a rigid dynastic rule.”
“Is there wisdom, Nicky, in trying to separate two people who love each other? Is there wisdom in forcing your brother to quit a woman with whom he is happy and marry someone he does not care for?”
“Words, words, words, we Royalty must think of our task, not of our personal desires and fancies. It is all very well for you to heap abuse on our system of marriages, but this is the only system that preserves our children from inheriting the traits of the commoner.”
“And what are those awful traits, Nicky?”
“The question of personal happiness. The desire to enjoy life. No sovereign may be happy. No sovereign may enjoy life. If he does, then nothing is left of what we call Royalty!”
“I see, you must be a confirmed believer in the law of heredity. But then, Nicky, how do you explain that neither Misha nor Uncle Paul has inherited that very laudable determination to be unhappy? God knows, there are no commoners in their family tree.”
“I do not have to explain it, my duty is to see that they are properly punished.”
And punished they were. Not until the outbreak of the World War had made all the sacred rules seem insignificant and puerile were the two Grand Dukes permitted to return to Russia. Even then, though put in command of fighting units of the army, they remained estranged from the Czar, and their wives were never treated as equals by the members of the Imperial Family.
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 [UPDATE:] “The Terrible” comes from the Russian word “Grozny” (Грозный), which does not have the negative connotations of the word “terrible” in English and is probably better given as “Fearsome”. However, Andrzej Kozlowski, a professor at the University of Warsaw, drew my attention to the fact that “Grozny” was never used in relation to Ivan during his own lifetime—it was applied later, when the true history of Ivan’s reign had been sanitised and mythologised. (The positive view of Ivan was not just in nationalist historiography: Joseph Stalin was an ardent admirer of Ivan’s, famously commissioning a film about Ivan’s life in 1944 by Sergei Eisenstein that blatantly compared Stalin’s rule to Ivan’s—and obviously meant it as a compliment.) The moniker associated with Ivan while he was alive, Kozlowski noted, was “Muchitel” (Мучитель), “The Tormentor”, doubtless inspired by his relentless persecution of the boyars using the Oprichnina and the “spectacular” episodes of cruelty like the sack of Novgorod that this entailed.