Well for sure the British royalty do. I think Prince Philip is Austrian.
Prince Philip, Duke of Edinburgh (born Prince Philip of Greece and Denmark[2] on 10 June 1921)[fn 1] is the husband of Queen Elizabeth II. He is the longest-serving, oldest-ever spouse of a reigning British monarch, and the longest-lived male member of the British royal family.
A member of the House of Schleswig-Holstein-Sonderburg-Glücksburg, Prince Philip was born in Greece into the Greek and Danish royal families, but his family was exiled from Greece when he was a baby.
Source: Wikipedia