She was born Princess Elisabeth Auguste Marie Agnes of Saxe-Altenburg. She married Grand Prince Konstantin, grandson of Tsar Nicholas I. They were happily married even though they kept their separate religions and even though he had secret male lovers. The couple were in Germany when World War I broke out and the German Imperial family intervened to let him walk across the lines back into Russia. She lost one child to the Germans in the war and several more to the Bolsheviks. Her Wikipedia article is here.