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I've been thinking about the White Rajahs of Sarawak lately. It struck me that I can't think of too many examples of Europeans going off in the age of colonialism and making themselves ruler of some far-flung nation. There's James Brooke (obviously), Josiah Harlan, that guy who claimed he was King of the Indians or something, and a family who were hereditary rulers of a tiny island in the Pacific that they ended up selling to the Aussies (i.e. being forced to). Can't remember the names of the last two, speak up if you can!
But anyway, I was wondering if you guys can think of any more examples?