Julius' home in Regensburg, the Alansmeyer House, might have looked like this house. 

There, near her home, lay the dreaded dagger which Julius buried deep under the snow. This dagger would haunt her for the rest of her life. Not even Alexei nor Marquis Youssoupov could understand or comfort her. 

In the story, Alexei and Julius hid from their pursuers in a secret basement in this ancient building. 
 
 

According to Mr. Konrad Holzbauer, Walhalla was built by King Ludwig I in about 1860 as some kind of a museum or memorial. 
 
 

It has indeed some hidden rooms in the basement which are normally not accessible to the public. These rooms were used by movie makers in films as medieval dungeons, too. 
 

(picture copyrighted by and from Stadt Regensburg, Willkommen bei Regensburg Online at http://www.regensburg.de) 

Upon special requests to the Walhalla administration, one might be allowed to visit these cellars.

  to St. Petersburg, Russia