The greatest Russian ballerina
of the classical period, of Swan Lake
and Sleeping Beauty
at the end of the nineteenth century, before the innovative styles of the Ballets Russes
of Serge Diaghilev
Kschessinskaya was the first Russian dancer to receive the supreme title of prima ballerina assoluta. She was proudly the first Russian to achieve the 32 fouettés in Swan Lake, until then thought to be the preserve of imported Italian dancers. (The role had been created by Pierina Legnani.)
She was also very beautiful and the lover of two princes of the Romanov blood royal, and it was even rumoured that she was attached to Tsar Nicholas II. But what is undoubted is that she was very much attached to his uncle Grand Duke Sergei, and later (from 1900) Grand Duke Andrei, a second cousin to the Tsar. She lived with Sergei for many years, though she had a child by Andrei in 1906, and eventually married him and went into exile in the West with him. Her mansion in Petrograd was briefly used as Bolshevik party headquarters in 1918 (thanks, CatherineB).
Born in 1872, she last danced at the age of 64, at Covent Garden, and died at the age of 99 in 1971. She had appeared with the Ballets Russes and spent much of her later life teaching ballet in Paris.
As was the custom then, she was known by a French/German transcription of her Russian name. These days she is often seen in a more narrowly accurate form Matilda Kshesinskaya.