Speaking of family tragedies, Nicholas II of Russia would eventually be murdered along with his wife, Alexandra, and children by Bolsheviks. But during his life, Nicholas II seems to have been a concerned father, albeit a poor ruler.
Nicholas and his wife had four daughters and a son, Alexei. Unfortunately, Alexei had hemophilia, a blood disorder that left him susceptible to uncontrolled bleeding. Nicholas worried about his heir, said Brian Pavlac, a professor of history at King's College in Pennsylvania. But he let his wife call in the infamous faith healer Grigori Rasputin, which his political enemies later used against him as the healer gained influence in the court.
By the way, Rasputin himself had a daughter, who wrote several memoirs defending her father's honor. Maria Rasputin escaped Russia a few years after her father's death and became a cabaret dancer, a governess, a cookbook author and a lion tamer. (Really.)