On my father's side we are supposed to be related to Robert the Bruce of Scotland. I think everyone with Scottish ancestry is told that!
Similarly, my Russian grandmother's maiden name was Tchaikovsky. She married at 15, and had mom at 16. Nana had been the oldest of 13 siblings, with whom we never had contact. Nana wrote to them for a while after she left Russia, but then they told her they were hassled for it, so had to ask her to stop sending letters. We lost that whole side of the family!