I'm really sorry to resurrect this long-dead thread, but...
You know, Christmastime & all that. And this movie had...some snow. Not a lot, but some. And Frost in the title. Which makes it really wonderful that the titular character showed up for the last scene of the movie.
So anywho. The lady that played Marfushka, Inna Churikova, co-wrote a screenplay for a Russian film about the Romanov family. She was quite pretty in her own way. A little more Shelley Duvall than Marilyn Monroe, but still pretty.

Natalia Sedykh did a little interview on the "Morozko" DVD & she was still pretty, if a little bit haggard looking at the time.