After Nicholas II and his family were murdered by the Bolsheviks on 1918, the Ipatiev House was torn down, and The Church on Blood in Honour of All Saints Resplendent in the Russian Land was built on top of the site.
The family was canonised as new martyrs on 1 November 1981 by the Russian Orthodox Church Abroad. Also included were the four servants who were murdered alongside them. Empress Alexandra’s sister Grand Duchess Elizabeth Feodorovna, who was murdered a day after her sister, was also canonised.
However, it would take two decades before they were canonised as passions bearers by the Moscow Patriarchate. This took place on 20 August 2000, after much debate. The canonisation was controversion as opponents felt that Nicholas II’s actions had led to the Russian Revolution. However, martyrdom in the Russian Orthodox Church has nothing to do with a person’s actions and is rather about how or why a person was killed.
In the end, they were canonised as passion bearers, which are people who face death with resignation, in a Christ-like manner, as opposed to martyrs, who were killed explicitly for their faith. Though they are officially designated as passion bearers, they are still often spoken of as martyrs.
The bodies of Nicholas II, Alexandra Feodorovna and the Grand Duchesses Olga, Tatiana and Anastasia were interred at the St. Peter and Paul Cathedral in St. Petersburg on 17 July 1998. At the time, the bodies of Alexei and Anastasia were still missing. Their bodies were not found until 2007 and are still not interred with the rest of the family.
Below is a video of the service of canonisation (in Russian).