okamido

In the early 1800's an American by the name of Josiah Harlan decided to travel the world. He briefly wound up in Afghanistan before making his way to India and the service of Ranjit Sing. While in the service of Singh he led a punitive action against slave-traders, whom he despised, and wound up chasing them back into Afghanistan.
In Afghanistan he met the current Prince of Gor, Mohamed Refee Beg, who asked him to stay and orgainze his military forces. Harlan, who was greatly impressed with the lack of slavery in the province as well as the equality given to women agreed, on one condition. The title of Prince of Gor would be given to Harlan and all his descendants for all time, with Reffee acting as his Vizier for all of the soon to be acquired territories.
Unfortunatley he was later run out of the country by the Britsh and he returned to the United States as a celebrity. I had never heard of him till I purchased a book on him ar Barnes and Noble today and his tale is what inspired Kipling's The Man Who Would Be King.
What other adventurers took a chance and cast the shadow of their hand over the world?
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-Interesting side note: Harlan's great, great, great grandson is Dawn of the Dead actor Scott Reiniger, so technically he is the current Prince of Gor since the treaty was never rescinded. Good luck claiming that province, smack-dab in the middle of Afghanistan.

okamido

The King in his regal glory, as well as his Kingdom, Gor.

Nemowork

If you want a probably scandalous but accurate protrayal of the man he makes an appearance in 'Flashman and the mountain of light' by George McDonald Frazier who had a knack for finding Victorian era eccentrics, lunatics and adventurers.

Kevinmeath

No help I am afraid but I loved the film!

pikeshot1600

The film is one of those terrific adventure tales of the wild "Indian" northwest.

Ginga Din; Kim; this one....ALL Rudyard Kipling stuff. There is also Northwest Frontier with Kenneth More (good actor!).

Nemowork

Cecil Rhodes

James Brooks, the white Rajah of Sarawak

Naomasa298

I always liked Brooks' story. He was in one of the Flashman novels, although I can't remember which.

C. B. Fry, the Englishman who was (supposedly) nearly King of Albania.

Mosquito

There were some, like for example man of mixed nationality, Hungarian and Polish Maurycy Beniowski, king of Madagascar who also wrote his own autobiography:

The Memoirs and Travels of Mauritius August Count de Benyowsky, Magnate of the Kingdom of Hungary and Poland. One of the Chiefs of the Confederation of Poland. Consisting of his Military Operations in Poland, his Exile into Kamchatka, his Escape and Voyage from that Peninsula through the Northern Pacific Ocean, Touching at Japan and Formosa, to Canton in China, with an Account of the French Settlement, he was Appointed to Form upon the Island of Madagascar. Written by Himself. Translation from the Original Manuscript. London-Dublin, William Nicholson, 1790,

One of the main streets in the capital city of Madagascar is still named after him.

timdog

There is an absolute horde of similarly wild and wonderful characters in the same arena as Harlan (actually, though Ben Macintyre's book about him - it's called Josiah the Great; I assume that's the one the OP just bought - is great, Harlan has always struck me as one of the less colourful characters whose travels are lumped under the terms of "the Great Game")...
Another who was much more significant figure - and who also pops up in a Flashman novel - the first - would be Alexander Burnes, but for real 19th Century crackpots in Central Asia try Dr Gottlieb Leitner, Joseph Wolff, and the very best of all to my mind - Colonel Alexander Gardner (who crossed paths with Harlan, incidentally):

unclefred

Frederick Townsend Ward-

An American mercenary who in 1859 assembled a private army financed by wealthy merchants in Shanghai. He set against the Taiping rebels, who were led by Hong Xiuquan, who declared himself the younger brother of Christ, and sought to establish a new heavenly kingdom with shared property and other early Christian ideals.

After several victories, Ward was captured and imprisoned. Ward escaped from prison and rejoined the remnants of his army in Songjiang town. He decided at this point to build a new army, not of foreigners, but of Chinese soldiers led by a handful of foreign officers, and drilled in the foreign manner. This was thought a joke by the Western community in Shanghai, as 'everyone knew' that Chinese soldiers were inferior to Western ones. But, after a several victories in the latter half of 1861, both the Qing government and the foreigners who had previously maligned him were convinced of the potential quality of Chinese soldiers and began singing Ward’s praises. They also asked for his help in fighting the Taipings around Shanghai.
Ward then formally took Chinese citizenship and married the daughter of his main financial backer, a Chinese merchant from the area west of Shanghai. Not long after, Ward was awarded an official rank in the Chinese government and was named a brigadier general in the Qing army, 'The Ever Victorious Army'. He became an intimate advisor to the local governor, Li Hongzhang.
Ward’s luck ran out in September of 1862, when he died in battle at the age of 30. He was buried in Songjiang in the traditional Chinese manner, and later, the Western community erected a monument at his grave. It became a ritual to make the journey from Shanghai to Songjiang to lay flowers at his resting place during the grave-sweeping holiday each year

An excellent book on Ward is The Devil Soldier, by Caleb Carr.(1992)