Prince Carl Philip of Sweden was held overnight by police at Miami’s airport last September after he showed up without a visa. The prince was flying from Caracas to Washington, DC, through Miami and because of a mixup in Venezuela, flew without his normal security staff. He also arrived without the correct visa. When he told immigration officials in Miami that he was the prince of Sweden, they did not believe him (as you can imagine) and held him in custody for the night. Everything was straightened out by morning and the prince, to his credit, laughed off the whole thing. Har har har (or its Swedish equivalent).