Yep! Fascinatingly enough, the monarchy of Portugal not only relocated to Brazil in 1807 (fleeing the armies of the putative Anti-Christ, better known as Napoleon Bonaparte I), but after Portugal was retaken the "mother country" was actually ruled from Rio for over a decade!

http://en.wikipedia.org/wiki/Transfer_of_the_Portuguese_Court_to_Brazil

Of course...for example Maximilian I of Austria became the king of Mexico and Pedro I moved from Portugal to Brazil for the same reason.

Ertugrul Osman, who was inline for succession of the Ottoman Empire had it not been destroyed, died in New York City in 2009.