I'm looking for the words/lyrics (possibly sung by Danny Kay)...Some
of the verses as I remember: "But those wonderful nights at the palace
of the czar when I went shootin with Rasputin, ate farina with
czarina, blintzes and the princes of the czar".."Now the czar was my
friend to the very end but friendlier was I with his pretty young
wife"...but all that seems distant and far.....    and then a  last
verse...But when the Revolution occured.....

Thanks for a very enjoyable question!

I, too, had thought this was a Danny Kaye song, but I can't find any
evidence to back that up. It reminds me very much of some of the songs
from Kaye's wonderful "The Inspector General," which is set in Russia,
but I can't prove that this film was its source. Danny Kaye's wife,
Sylvia Fine, wrote almost all of his "patter" songs, and this sounds
like one of Sylvia's gems. I found it on a site that has a collection
of folk song lyrics, but somehow I can't see this as a folk song.

Palace of the Czar (Shootin' With Rasputin)

An intimate friend of the Czar was I
An intimate friend of the great Nicolai
We practically slept in the same double bed
With me at the foot and he at the head

Now all that seems distant and all that seems far
From those wonderful nights at the palace of the Czar
When we went shooting with Rasputin
Ate farina with Czarina
Blintzes with the princess and the Czar, hey, hey, hey
We were sharing tea and herring
Dipped banana in smetana
Borscht and vorscht around the samovar, olé 

An intimate friend of the Czar all my life
More intimate still with his pretty young wife
We practically slept in the same double bed
Till the Czar kicked me out and he slept there instead

Then one bloody day revolution broke out
I went to see what all the fuss was about
Now here is the story, as it seemed to be
It was clearly a case of Lenin --- or me.

Yes, the Bolsheviks came, kicked me out in the cold
And all I had left were some diamonds and gold.
But I'll get my revenge here, and I'll have no pity
By giving my testimony to the House Unamerican Activities Committee!

"Palace of the Czar"
http://crydee.sai.msu.ru/public/lyrics/cs-uwp/folk/p/palace_of_the_czar

I'd like to add one note: as I recall this song, there is a line
spoken at the end which is not listed in the lyrics above, but which I
think is a real hoot:

"Yes, I was penniless. But the Czar, ah, he was... Nicholas."

My search strategy:

AlltheWeb.com: "blintzes with the princess"
http://alltheweb.com/search?cat=web&cs=utf-8&l=any&q=blintzes+with+the+princess&phrase=on

I hope you have as much fun reading this as I had researching it!
Before rating my answer, please ask for clarification if needed.

Cordially,
pinkfreud

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Request for Answer Clarification by ervinka-ga on 08 Aug 2002 20:41 PDT

8 August 2002

PinkFreud...You are really good.  No question: 5 star rating and all
of the kudos to you.  Thanks so much.  You've made my day.

Is it possible for you to find out where it really came from and in
what context or setting (play, musical, etc.) it was written and when?

Ervinka

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Clarification of Answer by pinkfreud-ga on 08 Aug 2002 22:16 PDT

Ervinka,

Rest assured that if I succeed in tracking down the source of "The
Palace of the Czar," I'll post the information for you. This is one of
those things that nibbles at the back of one's mind.

Thanks for the five stars and the kudos!

~pinkfreud

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Clarification of Answer by pinkfreud-ga on 09 Aug 2002 17:47 PDT

Dear Ervinka,

I've found some more info regarding "The Palace of the Czar."

A post made in 1998 in the rec.music.folk newsgroup attributes the
song to Gene Raskin. Raskin is best known for writing "Those Were the
Days," which was a big hit for a singer named Mary Hopkin in the late
1960s. Here's a link that will take you to the newsgroup thread:

rec.music.folk newsgroup
http://makeashorterlink.com/?B2DA42B71

Best wishes,
~pinkfreud

perfecto!  Thanks!