Princess Marie Sophie Frederikke Dagmar was a second daughter of King Christian IX of Denmark and his wife Queen Louise. In 1864 she was engaged with heir Nicholay the oldest son of Russian tsar Alexander II. The wedding was to take place in November 1865, when Dagmar turned 18.

Around the turn heir Nicholay fell ill and came to stay in Nice. He died in April 1865 of tuberculosis in the spinal cord. On his deathbed he asked his younger brother Grand Duke Alexander III to marry his beloved Dagmar. Since the year of mourning was over Alexander came to propose to the princess. They became engaged on June 23, 1866 and the wedding was hold in November in Saint Petersburg. Princess Dagmar adopted Orthodoxy and received a new name and title Grand Duchess Maria Fedorovna.  According to a tradition a patronymic Fedorovna was given to all European princesses who married to members of Russian noble families in honor of the revered Icon of St. Theodore.

On March 13, 1881 Emperor Alexander II was killed when a bomb was thrown under his coach by revolutionaries who demanded reforms in Russia. On May 15, 1883 coronation of Emperor Alexander III and Empress Maria Fedorovna took place in Uspenskiy Cathedral in Moscow Kremlin. Thus after 15 years living in Russia Maria Fedorovna became a 34-year-old Russian Empress. The Imperial family moved away from St. Petersburg to the castle Gatchina for the safety reasons.

Emperor Alexander III led Russia with an iron fist and it made many of his opponents to stay calm. He became a good husband and a good father for their 5 children: Nicholay, Georgy (died of tuberculosis age of 28), Xenia, Mikhail and Olga.  His marriage to Maria Fedorovna had been harmonious. They had stood together and take joint responsibility for the family and the country. Empress Maria Fedorovna was held minding conscientious about her official duties. In 1867 she became a patroness of the Russian Red Cross, in addition she also patronized the Women's Patriotic Society, the Society of Rescue on the Water, headed by Department of Institutions of Empress Maria such as schools, foster homes, shelters for the poor and vulnerable children and almshouses.

Living in Russia Empress Maria Fedorovna  kept a close contact with her parents and siblings and many times visited Denmark with her family spending vacations at Fredensborg Palace in Copenhagen. The summer of 1883 the emperor paired with their children were on one of their many vacations in Fredensborg in Denmark. On this occasion the Russian Church in Broad Street in Copenhagen which Emperor Alexander III had built was inaugurated. Empress Maria Fedorovna had bought a residence in Hvidovre near Copenhagen to use it  during frequent visits to her native Denmark. She was always fond of Denmark her Motherland.

On October 21, 1894 Emperor Alexander III died after a few months suffering of kindey disease at the Livadia Palace in  Crimea . His son Grand Duke Nicholay had shortly before been engaged to Princess Victoria Alix Helena Louise Beatrice of  Hessen (former German Empire). The Princess was brought up by her grandmother Queen Victoria of England since her mother died when she was 6 years old. She was called Sunny by Queen Victoria and was her favourite grandchild, she had also 5 older brothers and one sister who was married to Nicholay's uncle and who mainly supported her marriage to Nicholay.  Empress Maria Feodorovna was in principle opposed to the marriage of her son with a German princess. 

However the marriage of the young Emperor Nicholay II and the princess Victoria Alix took place in November 1894 (at the birthday of  Maria Fedorovna allowing derogation from mourning)  at the Great Church of the Winter Palace in Saint Petersburg. Adopting Orthodoxy she took new name Alexandra Fedorovna.

Dowager Empress Maria Fedorovna was a great supporter and adviser to her son tsar Nicholay II but did not have the best relationship with her daughter in law Empress Alexandra Fedorovna who she felt were too little engaged in official duties and isolated from the outside world.

Translated and adapted from source of information:

https://ru.wikipedia.org/wiki/%D0%9C%D0%B0%D1%80%D0%B8%D1%8F_%D0%A4%D1%91%D0%B4%D0%BE%D1%80%D0%BE%D0%B2%D0%BD%D0%B0_(%D0%B6%D0%B5%D0%BD%D0%B0_%D0%90%D0%BB%D0%B5%D0%BA%D1%81%D0%B0%D0%BD%D0%B4%D1%80%D0%B0_III)

http://www.danmarkskonger.dk/konge50a.htm