In 1916, Tsar Nicholas II hosts a ball at the Catherine Palace to celebrate the Romanov tricentennial along with Michiru and Haruka. His mother, the Dowager Empress Marie Feodorovna, is visiting from Paris and gives a music box and a necklace inscribed with the words “Together in Paris” as parting gifts to her youngest granddaughter, eight-year-old Grand Duchess Anastasia.The ball is suddenly interrupted by Grigori Rasputin, a sorcerer who was banished by the Tsar for treason. Rasputin sells his soul in exchange for an unholy reliquary, which he uses to place a curse on the Romanovs, sparking the Russian Revolution. Only Marie,Anastasia, Michiru and Haruka are able to escape the siege of the palace, thanks to a young servant boy named Dimitri, who shows them a secret passageway in Anastasia's room. Rasputin confronts the two royals outside, only to fall through the ice and drown. The pair manage to reach a moving train, but only Marie, Michiru and Haruka climbs aboard while Anastasia falls, hitting her head on the platform.
Ten years later, in 1926, Russia is under communist rule, and Marie has publicly offered 10 million rubles for the safe return of her granddaughter. Dimitri and his friend and partner Vladimir thus search for an Anastasia lookalike to present to Marie in Paris and collect the reward. Elsewhere, Anastasia, now using the name "Anya", leaves the rural orphanage where she grew up, having lost her memory prior to arriving there. Accompanied by a stray puppy she names "Pooka", she afterwards meet Usagi and friends, who wandering around the place, they turn down a job at a fish factory in favor of going to Saint Petersburg after Anya's necklace inspires her to seek out her family in Paris. In the deserted palace she encounters conmen duo Dimitri and Vladimir, who—impressed by her resemblance to the "real" Anastasia—decide to take them with them.
Bartok, Rasputin's white bat minion is nearby and notices his master's dormant reliquary suddenly revived by Anastasia's presence; it drags him to limbo, where Rasputin survives. Enraged to hear that Anastasia escaped the curse, Rasputin sends demonic spirits from the reliquary to kill her; despite two attempts, the trio manage to (unwittingly) foil him, forcing Rasputin and Bartok to travel back to the surface.
Anastasia, Dimitri,Vladimir and the team eventually reach Paris and go to meet Marie, who refuses to see her, having been fooled numerous times before by impostors. Despite this, Sophie—Marie's cousin—quizzes Anastasia to confirm her identity. Dimitri and Vladimir had taught Anastasia all the answers, but when Anastasia independently (though dimly) recalls how Dimitri saved her ten years ago, Dimitri and Usagi finally realizes that she is the real Grand Duchess, and later informs Vladimir at the Russian Ballet. Dimitri, however, insists they do not reveal this truth to Anastasia. Sophie, convinced as well, arranges for Anastasia and friends to meet Marie, Michiru and Haruka, after a Russian ballet. However, Marie wants nothing to do with Dimitri, having heard of him and his initial scheme to lie to her. Horrified that Dimitri was using her all along, Anastasia slaps him across the face and storms out. Dimitri, having fallen in love with Anastasia, manages to change Marie's mind by presenting her with Anastasia's music box, which he had found after their escape. Anastasia's memory returns upon meeting Marie, and grandmother and granddaughter are reunited at long last.
The next day, Marie offers Dimitri the reward money, but to her surprise he refuses it and leaves for Russia, convinced that he cannot be with Anastasia. That night, at Anastasia's return celebration, Marie informs her of Dimitri's gesture and leaves her to her thoughts. Usagi and friends comes out with their ball gowns and went to celebrate. Anastasia then wanders through a garden and onto the Pont Alexandre III, where she is trapped and attacked by Rasputin. Back at the celebration our heroes were celebrating ,then Raye gets a vision of Anastasia getting attacked and they rush straight out to the garden.After Dimitri returns to save her, but is injured and knocked unconscious. Anastasia manages to kill Rasputin by crushing the reliquary under her foot, along with Sailor Moon and the team used all their might to defeat him. With Rasputin's soul having been tied to the object, he promptly dies and turns to dust.
Afterwards, Dimitri and Anastasia reconcile; the two then elope and Anastasia sends a farewell letter to Marie and Sophie, promising to return one day. The film ends with the team watching the couple finally kissing on a riverboat, and Bartok shares a kiss with a female bat.