King Alexander I. of Yugoslavia was born on 17.12.1888 as son of  HSH Prince Peter Karageorgevitch, exiled prince of Serbia, and of HSH Princess Ljubica (Zorka) of Montenegro.The crown of Serbia was in the hands of the rival Obrenovitch dynasty,and Prince Peter lived in the capital of the Principality of Montenegro,Cetinje (Cettigne),where his father-in-law,Prince Nicholas, was the ruler.The Court in Belgrade was not satisfied with the alliance between the pretender to the Serbian throne and the Montenegrin princess,but still,Prince Nicholas allowed his daughter to marry Peter,and the best man,Emperor Alexander III. of Russia sent Count Orloff to represent him at marriage.

The first years of his life,the future King of Yugoslavia spent at the court of his grandfather.He was brought up and educated as every other prince at the time,but he was not educated to became a King,since the whole dynasty was in exile.

After the death of his wife,Peter and his children left for Geneva.He prefered the democratic atmosphere of Switzerland than patriarchal spirit of Montenegro,of which his father-in-law was an absolute ruler. Prince Peter had three children: George,Alexander and daughter Jelena (Helene). First,thePrincess Jelena left home,and went to Russia,where her two aunts lived.
These aunts were her mother's sisters,born Princesses of Montenegro. Militza was older,and she married Grand Duke Peter, while the younger,Anastasia, first married Duke of Leuchtenberg,and later Grand Duke Nikolaj. (they introduced Rasputin to Empress Alexandra Feodorovna.) 

Later,the boys went to Russia in order to study in military schools,and there they heard of the news,that King Alexander of Serbia,from the Obrenovitch dynasty,and Queen Draga,were murdered in Belgrade and that their father was offered the crown. As Peter accepted it, Alexander and his older brother left Sankt Petersburg and went to their homeland,where they have never been before.  George was proclaimed the Crown Prince, and Alexander returned to Russia's capital,where he continued his studies in Corps des Pages,where children of the Grand Dukes and of high nobility were educated. In 1909, George had to renounce his rights of the heir apparent,because of his behaviour,which caused few incidents and scandals,and Alexander was named the new Heir of the Throne of Serbia. While in Russia,just before the First World War,he fell in love with Grand Duchess Olga,Emperor's daughter,and he would probably engage her,if he wouldn't be named  Regent by his aging father,King Peter I.
Then the War came,and the bloody Russian revolution,in which he lost his beloved Olga,and a brother-in-law,Prince Ivan Konstantinovich of Russia,with whom Princess Jelena married in 1911.

Not just the Romanoffs,the Habsburgs also lost their throne,and their vast country fell apart.
On December 1st 1918, Alexander proclaimed the union of Serbia and of the South Slav countries of the former Austria-Hungary. Montenegro was already annexed to Serbia,and that was something that Queen Elena of Italy,another sister of Alexander's mother, could never forgive  to her nephew,although he didn't do anything to cause the annexy. The new state was named Kingdom of Serbs,Croats and Slovenes,but was simply called Yugoslavia,which became official in 1929. Because of its postion in the Balkans and in central Europe,it became an important factor in the European politics,but the situation in the country itself was complicated because of the Serbian-Croatian problem,as it was called.

King Peter died on 16.8.1921,and Alexander became the new Sovereign.Less then 10 months later,he married young and beautiful Princess Marie of Romania,daughter of King Ferdinand I.,Prince of Sigmaringen, and of Queen Marie, nee Princess of Great Britain,Princess of Sachsen-Coburg-Gotha,daughter of Alfred of Edinburgh and granddaughter of Queen Victoria. They had three sons: Peter(1929),later King Peter II., and Princes Tomislav(1928) and Andrej (1929). In 1929,because of the situation in the country, the King abolished the Constitution and proclaimed the Royal dictatorship. In the same year, he moved to his newly built palace on Dedinje,on the outskirts of Belgrade.The Royal family felt much better in bright,spacious rooms of their new,private residence,situated in the
middle of a vast park,than in complex of two palaces in the center of Belgrade,where they lived like in a house made of glass,and a lot of courtiers and visitors were always present .
  
Croatian separatists  and terrorists, ustase, decided to kill the King,because they thought that his death would mean the end of Yugoslavia.He went on a state visit to France,when he was shot dead.The new King became his son,Peter II.who was brought from England,where he was educated,by his grandmother,Romanian Queen Marie;the Regent,as the new king was only eleven,became Prince Paul,Alexander's cousin.   The funeral of King  was a magnificent occasion;hundreds of thousands of people filled the streets of Belgrade from the Old Palace,where his body layed in state,to the Cathedral and the railway station. Kings Charles II. of Romania,Alexander's brother-in-law,King George of the Hellenes, French President Lebrun,Duke of Kent,Prince Kyrill of Bulgaria,Duke of Spoleto,Duke de Vernier,Marschal
Goering and many others were present.

The royal train took the remains of Alexander to the Oplenac estate,where the white-marble church of St. George stands,the mausoleum of the Royal family. Less than 7 years later,Yugoslavia was occupied by Nazis and destroyed for the first time.King Peter II.,fled to England,and never returned home,as the Communist regime was established after the war.
In 1991,fifty years after the German attack on Yugoslavia,the same country collapsed again.This time,the doors of the state  created by their ancestor ,opened again to the descendants of Alexander I.,King of Yugoslavia.
  
King Alexander and Queen Marie had 3 sons.
-The  eldest was Peter,born in 1923,Royal Palace,Belgrade,godson of George V. of Great Britain,became King on 9.X.1934,assumed full power on 27.III.1941,who married Princess Alexandra of Greece and Denmark in 1944 in London. He died in 1970 and is burried in St. Sava Monastery ,Libertville,Ohio,USA. His son Alexander,Crown Prince and Head of the House,married first with Princess Maria da Gloria of Orleans-Braganza,Princess of Brazil,and secondly with Catherine Batis,has three sons.
-The second son was Tomislav,born in 1928,Royal Palace,Belgrade,Heir presumptive 1934-1944,married to Princess Margarita of Baden,2nd marriage to Linda Bonney.He died on the Royal Estate of Oplenac,south of Belgrade,in 2000.,and is burried in the Royal mausoleum,the church of St.George.
-The third son was Andrej,born in 1929,palace Suvobor,Bled (today in Republic of Slovenia),married to Princess Christina of Hesse,then to Princess Kira von Leiningen and finnaly to Eva Maria Andjelkovitch.Died in 1990 and is burried in St. Sava Monastery, Libertville,Ohio,USA.

Source: Mitja Cosic