A historical figure named Mohammed Achmed, who lived in the Sudan during the 1880s described himself as the Mahdi. He started a holy war against the Egyptians. He died unexpectedly with no known cause a few months after defeating a great British General at the siege of Khartoum. You could say that he was a false prophet since his holy war eventually went nowhere.
well done...beat me to it by 1:06, and with a better historical discussion