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She was also a paternal aunt of Prince Philip, Duke of Edinburgh. Seven months into her second pregnancy, Alexandra took a walk with her friends on the bank of the Moskva River and jumped directly into a boat that was permanently moored there, but fell as she got in. The next day, she collapsed in the middle of a ball from violent labour pains.
The Grand Duchess was buried in the Peter and Paul Cathedral, Saint St. Petersburg.
Her grieving husband had to be restrained from throwing himself into the grave with her. Her body was removed from the vault in Leningrad and transferred by a Greek ship to Athens.
lieutenant was finally laid to rest near the Tatoi Palace. Alexandra"s marble tombstone over an empty tomb is still in its place in the Peter and Paul Cathedral.
Alexandras Avenue in Athens was also named after her.
Titles and styles 30 August 1870 – 17 June 1889: Her Royal Highness Princess Alexandra of Greece and Denmark 17 June 1889 – 24 September 1891: Her Imperial Highness Grand Duchess Alexandra Georgievna of Russia.