I always thought apocryphal stories were the best ones. Here's a couple:
The author Henry Fielding was once talking with the then Earl of Denbigh on how the latter's family name came to be spelled "Feilding". "I know not, my Lord", said Henry, "unless it were that my branch of the family were the first to learn how to spell."
It's said that the King of Denmark during WWII, when the Nazis announced they would be implementing the yellow star that all Jews must wear (one of the first steps in the bureaucracy of murder),announced that he would be the first one to wear it. Probably untrue. But it is true that Denmark openly defied their German occupiers on the Jewish question, with the result that by the end of the war, no Jew in Denmark (most of whom were not even Danish citizens, but stateless German refugees) had died an unnatural death.