Kelsey Grammer had previously starred in "Anastasia (1997)," an animated film about the youngest daughter of Tsar Nicholas II of Russia. Nicholas II was the last Romanov tsar before Russia fell to communism.
Although the history expressed on the show about Tsar Alexander II and his family is mostly true, "Sonja" was not one of his daughters.
Martin remarks that he wants to drive his new Winnebago to Elmo, Nebraska, where "we gotta whole mess of cousins!" No such town exists.
After Dr. Myshkin (Robertson Dean) leaves, the beautifully-bound diary of Princess Sonja Romanoff is still lying on Frasier's (Kelsey Grammer) coffee table. Dr. Myshkin had said that it was a "copy": possibly meant as a gift for Frasier, that point is never clarified.
The title is a reference to any one of several films entitled "A Star Is Born".