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Others say Anastasia arrived on board a British warship, which anchored beyond the Iron Dog and sent her in by jolly-boat, while wilder stories suggest she struggled by foot over the escarpment, helped by Kretevs — even living for a time, so it was imagined in a recent historical novel, in one of their caves. I often meet people who claim that their parents met her, though never it seems in very specific circumstances, only at some ball or other, or at the railway station. There is a legend that she was at Kolchok’s funeral — and a fable, inevitably perhaps, that she succeeded Naratlova as his mistress.

But nobody offers any very definite theories as to what became of her. Perhaps she went on to America? Perhaps, when Russian rule ended in Hav, she simply faded into the White Russian community here, adopting another name as Anna did? Perhaps she was murdered by the KGB? Perhaps she is still alive? Far more substantial are speculations about her treasure, which seems to have grown over the years until it now sometimes embraces most of the Russian crown jewels. The existence of this trove is taken very seriously. The Palace with its outbuildings has been combed and combed again. Little Malta, a very popular site, has almost been taken apart. Every weekend you see people with metal-detectors setting off for the derelict villas of the western hills, and Anna has a terrible time keeping intruders out of her garden — ‘and I ask you, if there was treasure in my flower-beds would I be living like this?’

I have an open mind about Anastasia, but it is intriguing to think that, if she really did escape to Hav, her exile might well have overlapped with that of Trotsky, who spent a secretive month here in the summer of 1929. This is well-documented. He was photographed arriving on the train (the picture hangs in the pilot’s office), and he lived in an old Arab house just within the Castle Gate of the Medina — hardly a stone’s throw from the Palace compound so recently vacated by Kolchok and his Czarist apparatus. Melchik has described the arrangements in his novel Dönüş (‘The Return’): the gunmen always on the flat roof of the house, the heavy steel shutters which closed off the central courtyard in case of a siege. When Trotsky went out, which was very rarely it seems, he was hemmed all about by bodyguards; when he left for France, at the start of the fateful wanderings that led him in the end to Mexico, it is said he departed on board a private yacht. The house is now occupied by a Muslim craft school, and the only reminders of Trotsky’s stay are the shutters still attached to the courtyard pillars — very reassuring, the headmaster told me waggishly, when pupils show signs of rebelling.

It has been suggested that Hitler’s probably apocryphal visit to Hav may have been sparked by Wagner’s paradoxical fondness for the place. Paradoxical because there seems to me nothing remotely Wagnerian about Hav, and its summer discomforts (the composer’s three stays were all in July) do not seem at all to his taste.

He was apparently compelled, though, by the brooding wall of the escarpment, by the mysterious anachronism of the Kretevs in their high caverns, and by the idea that in Hav the Celtic gods of the old European pantheon had somehow found their last apotheosis. He lived here in conditions of heroic austerity — none of his habitual silks and velvet hangings — in a wooden house near the railway station, burnt down during the fire of 1927 which also destroyed the Cathedral of the Annunciation and the theatre. There he was constantly visited, it is said, by wild men from the escarpment, Greeks from San Spiridon, Arabs and blacks; he even took to dressing Hav-style, they say, in striped cotton and straw hat.

But then the advantage of going native in Hav is that nobody knows what native is. Now as then, you can take your choice! Chopin, for example, when he came here with George Sand in 1839 after their unhappy holiday in Majorca, chose to live in the Armenian way, rented a house in the Armenian quarter of the Old City and briefly took lessons in Armenian with the city trumpeter of the day. On the other hand James Joyce spent nearly all his time at the Café München, the famous writers’ haunt on Bundstrasse, while Richard Burton the explorer, as one might expect, went entirely Arab, strode around the city in burnous and golden dagger, flagrantly snubbed the British Resident, and was rumoured to have got up to terrible things in the darker corners of the Medina — he himself put it around that he had decapitated a man in a bath-house.

Almost the only visiting celebrity not to adopt the ways of the city, in one way or another, was Edward Lear the painter. He set up his studio respectably in a house overlooking the harbour, took on many pupils both English and Havian, and described Hav as ‘a very snuffyuffy, scrumdoochian kind of place’.

There have been many enforced refugees, from many countries and many situations, who have found in this confused and eclectic city a temporary haven. Even as I write, I see one of them on a park bench below. I know him slightly. He is dressed anachronistically even by Hav standards, for he presents an image direct from the American 1960s: his hair is long and pigtailed, his moustache is droopy, he wears baseball shoes and patched jeans frayed at the bottom. His guitar is propped against the bench beside him, and he is fast asleep — head back, mouth slightly open, arms on the back of the bench showing (I happen to know) a tattooed dove of peace on one bicep the words ROLLIN’ STONE on the other. He is in his late thirties, I would guess. He is known in Hav as Bob.

Scores of young Americans, evading the draft for the Vietnam War, found their way to Hav in the sixties and seventies, mingling easily enough with the travellers on the hippie route to Afghanistan and Katmandu who used, in those days, sometimes to stop off in the peninsula. As far as I know Bob is the only survivor, having scornfully disregarded the amnesty which took most of the draft evaders home to the United States. He is rumoured to be rich really, and to be supported by subsidies from his family, but I doubt it: he busks with his guitar for money, a familiar figure on the waterfront and the pavements of New Hav, and once he took me to his lodgings, a bed-sitting-room in the German quarter plastered all over with anti-war posters, pictures of Joan Baez and Dylan, and touching colour snapshots of his mother and father, gazing into the dark little apartment, with its crumpled bed and chipped mugs by the sink, out of a well-tended garden in Iowa.

Look over there now, through the gateway to the promenade, and you will see, dangling their legs over the edge of the quay, two fugitives of another sort. They are stocky men in their thirties, unshaven rather, in brown baggy trousers and open-necked shirts. Their hair is quite long now, but it was close-cropped when I first saw them, shortly after my arrival in Hav. Unlike Bob, who knows everyone, they are extremely aloof, lodging in a Turkish boarding-house near the central post office, and supporting themselves certainly not by busking, but rumour says by subventions from the British Agency (which is to say, it is knowingly added, the CIA).

They are, we are told, deserters from the Soviet army in Afghanistan, and arrived in Hav nobody knows how — some say by sea. They are supposed to have been thoroughly interrogated by Mr Thorne and his assistants, and then let loose in the city. They seem quite happy. One is a skilled mechanic, and sometimes does odd jobs for people, if he can be made to understand what is needed — very few people speak Russian in Hav now, while the two deserters speak nothing else. The other is variously rumoured to be a fighter pilot and a colonel in the KGB. When I try to speak to them, they smile pleasantly and say nothing. Magda says they would be admirable recruits for the Athenaeum.