Maximilian I, Emperor of Mexico, was a younger brother of Austrian emperor Franz Joseph I. From the Wikipedia:
After a distinguished career in the Austrian Navy, he entered into a scheme with Napoleon III of France to rule Mexico. France had invaded Mexico in 1861, with the implicit support and approval of other European powers, as part of the War of the French Intervention [aimed at establishing a monarchist ally in the New World]. Seeking to legitimize French rule, Napoleon III invited Maximilian to establish a new Mexican monarchy. With the support of the French army and a group of conservative Mexican monarchists, Maximilian traveled to Mexico where he declared himself Emperor of Mexico on 10 April 1864.[2]Many foreign governments, including that of the United States, refused to recognize his administration. Maximilian's Second Mexican Empire was widely considered a puppet of France. Additionally, the Mexican Republic was never entirely defeated ...
which proved to be Max's downfall. The French withdrew their troops in 1866. Max opted to stick with his small band of Mexican monarchists, but they were overwhelmed by Republican forces. Max was duly executed in June 1867. He paid his executioners not to shoot him in the head, so that his mother could see his face.