I used to work somewhere where we would get letters from 'Queen Valerie', reams and reams of paper.
A lady comes into the charity shop where I work and tells everyone who will listen that she is the Queen's cousin. She will walk round the shop picking things up and saying "Oh, Anne said she wanted one like this for Zara" or "Camilla has one just like this in her bedroom". She's quite clearly barking.
I do remember the woman claiming to be the Russian Grand Duchess, she convinced a lot of people but wasn't real either.