The Romanovs
Up to 1918 and the Russian Revolution, the Romanovs were Russia's monarchs. Nicholas the czar and his family were kidnapped, sealing their doom. In a cellar, they massacred the entire family. And that appears clear-cut and unambiguous, except that nobody was aware of what had transpired at the time.
For many years, they kept the Romanovs' remains hidden. There were several rumors that some of the kids—especially Anastasia—had escaped. According to other rumors, Alexei and Maria had escaped. The whole event plays out like a Netflix serial when you add in wild legends about Rasputin, who purportedly couldn't be murdered.
The concealed bodies were eventually excavated to dispel rumors that the Romanovs had not survived and were actually dead. The issue was that there were only two of the children's bodies left. Years went by, while there were persistent rumors that Alexei and one of his sisters had escaped. The bodies of the other two children were not recognized until a second burial was unearthed in 2007, putting an end to the theory that one or more of the kids had managed to survive.