Europe’s royal families have long been related to each other. Queen Victoria’s family were closely entwined with the Romanovs of Russia, first through the marriages of the future Edward VII and the future Tsar Alexander III to two Danish sisters in 1863 and 1866. Then, in 1874, Victoria’s second son, Alfred, Duke of Edinburgh, married Grand Duchess Marie Alexandrovna, daughter of Tsar Alexander II. By the end of the century two of Victoria’s granddaughters, Princesses Elizabeth and Alix of Hesse, were married to Grand Duke Sergei, son of Alexander II, and to the future Tsar Nicholas II respectively.

All of these feature in Russia, Royalty & the Romanovs, the splendid exhibition at the Queen’s Gallery, Buckingham Palace. As well as the connections through his many-great grandmother Queen Victoria, Prince Charles is directly descended from the Russian Empress Catherine the Great through his father. Prince Philip’s Greek royal ancestors intermingle with the Romanov family. The exhibition is full of huge, impressive paintings from the Royal Collection of members of the Russian and British royal families, starting with Peter the Great, who visited Britain in 1698.

These contrast poignantly with black-and-white photographs not just of royal visits but also of ordinary life in Russia: peasants making hay, heavily bearded serfs, musicians with bears, a group of soldiers.

The sheer size of the British royal family and its relationships across Europe come across in a massive painting of 54 of Victoria’s extended family at her Royal Jubilee. Her 63-year reign spanned those of four Russian emperors. There are photographs of Nicholas II and George V (both as Prince of Wales and as king); the bearded cousins could be twins. And with our knowledge of what was to come in July 1918, photographs of Tsar Nicholas, Tsarina Alexandra, their four daughters and their son on their last visit to Britain in 1909 are particularly poignant. The exhibition reminds us that the Tsarina was Queen Victoria’s granddaughter Alix – but doesn’t linger over their fate.

Perhaps the most emotionally powerful of all the exhibits isn’t anything royal but the large painting The Roll Call, by the young military artist Elizabeth Butler, showing a ragged line-up of soldiers in the Crimea, many of them injured, one fallen to the ground. Rather than glorying in war, it depicts the suffering of ordinary soldiers, and their comradeship in supporting each other after battle.

This links to a separate exhibition in the gallery next to the Romanovs, Shadows of War: Photographs of the Crimea by the first official war photographer, Roger Fenton. The physical limitations of photography in the 1850s meant he couldn’t take “action” pictures. But his views of the “Valley of the Shadow of Death” following the battle of Balaclava are haunting. The two exhibitions should be seen together.

It’s often the unexpected and personal in exhibitions that strike home. A painting of Princess Charlotte of Wales, the only child of the Prince Regent (the future George IV), is made startlingly real by the blue silk Russian-style dress that she’s wearing being displayed alongside. Charlotte is wearing the insignia of the Order of St Catherine, presented to her by the mother of the future Tsar Nicholas I in gratitude for the hospitality shown to him when he visited Britain. Had Charlotte lived, she would have become monarch herself, but she was to die following a stillbirth, not long after sitting for this portrait in 1817.

Russia, of course, is Orthodox. The Duke and Duchess of Edinburgh, Prince Alfred and Grand Duchess Marie Alexandrovna, had two marriage ceremonies, Anglican and Orthodox, in 1874, illustrated in watercolours displayed here for the first time ever.

A small side room in the Romanov exhibition holds a few beautiful Orthodox icons. A colourful and complex composite image from 1600-1650 depicts the isolated monastery of Solovetsky, an island in the White Sea, with its founders SS Zosima and Savvary. An icon from around 1700 shows the traditional Orthodox rendering of the Dormition of the Virgin. As her body is being carried on a bier by the Apostles, St Paul and Joseph of Arimathea, her soul, in the form of an infant, is carried into heaven in the arms of Christ, a reversal of Nativity imagery.

A travelling icon made for Prince Andrew of Greece, father of the present Duke of Edinburgh, shows his patronal saint, the Apostle Andrew, and those of his parents, SS George and Olga. The most recent icon is in the style of the celebrated Theotokos of Tikhvin, with Mary gesturing to the Christ Child as the way of salvation; it was presented to the Queen when Patriarch Kirill of Moscow visited Britain in 2016. One more item reveals an Orthodox belief: an Altar Gospel bound in metal; Orthodox teaching is that leather – dead skin – cannot be used to bind the life-giving Word of God.

In all, a colourful, fascinating and at times moving exhibition.

Russia: Royalty & the Romanovs and Shadows of War: Photographs of the Crimea are at the Queen’s Gallery, Buckingham Palace, London, until April 28