There's a
very good novel set in the Napoleonic era. It focuses on four aristocratic families in Moscow and St Petersburg. Tsar Alexander I is a lesser but significant character. Of course, if the rumours about his father, Pavel I's, paternity were true, there is a strong chance the Romanov dynasty ended when Petr III died in captivity...
The novel, of course, is
http://en.wikipedia.org/wiki/War_and_Peacethat and Doctor Zhivago are still the best out there. And I'd recommend their being read to get a feel for the place and time.
However on a more serious note. I poked about on Amazon. Search terms: historical fiction Russia. There's various stuff though not masses and a lot of it is tripe in my opinion. Robert Alexander's stuff is worth a look, if it's the last Romanovs that grabs you.
Given that Russia is my particular speciality (my obsession is the second half of the sixteenth century and my only competition is Dorothy Dunnett - who has Lymond soldier for Ivan the Terrible for half a book - and Aleksei Tolstoy who wrote an intriguing and inaccurate depiction of the period) I'd counsel a good deal of research.
Some difficulties are in no specific order:
The Russian naming conventions (first name, patronymic, family names and affectionate familiar diminutives) - how to avoid your readers' confusion?
Making the setting familiar to readers, though the nineteenth century is easier.
Your understanding of what makes the Russian tick in their time. For example, were they devout? The Orthodox chuch is of massive cultural significance. Can you get this across without sounding like a cut-price Dostoevsky?
Do you speak/read Russian, because if not you are dependent on interpretive accounts in research?
If you decide to go on - start with a good overview of the history. My favourite - and not too heavy - is 'Russia's Empires' by Philip Longworth. It's subheaded: From Prehistory to Putin but will set the historical context in readable form. Also recommended for the n00b is 'Russia and the Russians' by Geoffrey Hosking (covers earliest times to 2001). Prof Hosking taught me at uni, and I can vouch for both his scholarship and the quality of his writing. This is less light than the other book.
Finally, if you have a specific period in mind, by all means pm me. I can probably provide a starting bibliography or suggested reading for most periods from about 1470 on, though my specialism is 16-17th Century. In my period, the Romanovs (or as they were then termed, the Iuriev-Zakharins) were upwardly mobile parvenus who'd married a daughter to the then ruling house, and who made Boris Godunov so nervous he trumped up witchcraft charges against most of them.
Start with a decent overview. There's a very rich seam of powerful stories in this history.
