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Yes, she did. Back in the 1900s, the dangers of smoking, as well as other drugs weren't well known, and Nicholas and Alexandra even used opium and cocaine when not feeling well.

There was a woman who went under the name Anna Anderson, who from the 1920s to her death in 1984 claimed she was Grand Duchess Anastasia. DNA tests since proved she was not a Romanov, and most likely polish peasent named Franziska Schanzkowska. Her DNA was compared with that of Prince Philip, Duke of Edinburgh whose maternal grandmother was Princess Victoria of Hesse; Empress Alexandra's older sister. It was not a match, nor was it a match to the DNA of the skeletons of the Romanovs, unearthed in 1991. Anastasia did in fact die with her family in Yekatrinburg in 1918. In a news article found online, at http://www.bbc.co.uk/dna/h2g2/A51607145 It states: "In 2007, archaeologists uncovered a second burial site around 70 metres from first. It contained the burnt remains of at least two people, and analysis suggested that these were the bodies of a young boy and girl. The remains were thought to be at least sixty years old, and the presence of silver fillings in some of the teeth suggested that the individuals had been members of the aristocracy. The remains were compared with those found in 1991 and with the DNA of Prince Philip and other living relatives of the Romanovs; the resulting data proved conclusively that the bodies were those of Alexei and one of his sisters. All seven Romanovs had been found the mystery as to the whereabouts of Anastasia Romanova had finally been solved." So no, Anastasia Romanova did not survive and did die as stated above.

Anastasia is an animated film produced by Fox Animation Studios, distributed by 20th Century Fox Film Corporation, and directed by Don Bluth (The Secret of N-I-M-H (1982) (1982), An American Tail (1986) (1986), The Land Before Time (1988) (1988)) and Gary Goldman. In short: no.