When Does the Musical "Anya" (1965) Take Place?
"Anya" is a historical fiction stage-musical written by George Abbott with Guy Bolton, Robert Wright, and George 'Chet' Forrest [adapting "Anastasia" (1952) by Marcelle Maurette] first performed November 29th, 1965. So when is "Anya" set?
It takes place in the year:
We know this because the show's playbill includes a line reading: "TIME: 1925" though this doesn't seem to be confirmable with context.

1925 AD
We know this because the show's playbill includes a line reading: "TIME: 1925" though this doesn't seem to be confirmable with context.
More specifically, the second song, "Vodka, Vodka!", opens? with the phrase "What is the heavenly nectar that was born / of a place that they call--? / What is a drink to warm a February morn, / a freezing February morn?" So presumably it’s February of 1925 AD at the start of the show.
As the narrative takes place over only a little more than 1 month, it most likely ends in March of 1925 AD.
Many later versions with small changes were later released as "A Song for Anastasia", "The Anastasia Game", "The Anastasia Affaire", "Anastasia, the Musical", and "I, Anastasia".
Presumably, the musical's time setting is not significantly changed in any of these versions.