I believe, for instance, that there were at least two grand duchesses named Olga Nikolayevna -- one being a daughter of Czar Nicholas I and the other a daughter of Czar Nicholas II (because Queen Olga of the Hellenes had a different patronymic name, she doesn't count, despite being styled in her maiden days with the title Grand Duchess).
Similarly, there were at least two grand duchesses named Maria Nikolayenva: both were also daughters of czars named Nicholas.
And there were two grand dukes named Nicholas Nikolayevich -- the elder being the third son of Czar Nicholas I, and the younger being his own eldest son.
Was there another grand duchess named Olga Nikolayevna or Maria Nikolayevna? There may have been a princess by either name, but that wouldn't count as a repeat ...
What are additional examples? I mean to restrict discussion only to those born into the Russian imperial family, as opposed to becoming a member through marriage. I believe, for instance, that the wife of Grand Duke Vladimir Alexandrovich of Russia adopted the name Maria Pavlovna, on the occasion of her Orthodox conversion. But she doesn't count, since she married into the Romanov dynasty: the other Grand Duchess Maria Pavlovna (granddaughter of Czar Alexander II through his youngest son) had been born into it.