The Epitome of SangfroidThis is probably bullshit originally pushed by the royal family and then amplified by the Orthodox Church, but if it's true, what a cool cat he was:
Tsar Nicholas II, the last Emperor of Russia, reported witnessing what he called "a fiery ball" while in the company of his grandfather, Tsar Alexander II: "Once my parents were away," recounted the Tsar, "and I was at the all-night vigil with my grandfather in the small church in Alexandria. During the service there was a powerful thunderstorm, streaks of lightning flashed one after the other, and it seemed as if the peals of thunder would shake even the church and the whole world to its foundations. Suddenly it became quite dark, a blast of wind from the open door blew out the flame of the candles which were lit in front of the iconostasis, there was a long clap of thunder, louder than before, and I suddenly saw a fiery ball flying from the window straight towards the head of the Emperor. The ball (it was of lightning) whirled around the floor, then passed the chandelier and flew out through the door into the park. My heart froze, I glanced at my grandfather - his face was completely calm. He crossed himself just as calmly as he had when the fiery ball had flown near us, and I felt that it was unseemly and not courageous to be frightened as I was....After the ball had passed through the whole church, and suddenly gone out through the door, I again looked at my grandfather. A faint smile was on his face, and he nodded his head at me. My panic disappeared, and from that time I had no more fear of storms." 
If it were any other Russian royal, I'd be more suspicious, but one only has to read just what it took to assassinate Alexander II to appreciate what a tough old son of a bitch he was.
Well played, Czar. Way to shrug off being buzzed by a foo fighter in the middle of church services.