John Frum is a modern example.

Historically, there are examples invented historical religious figures like Lao Tzu, Moses and the Patriarchs, Romulus and Hercules. There are some figures who are at least dubious or unconfirmed. Pythagoras, for example, might not have existed and there are doubts about Buddha and even Mohammed as well.

Sorry, we don't allow throughout history questions. These tend to produce threads which are collections of trivia, not the in-depth discussions about a particular topic we're looking for. If you have a specific question about a historical event or period or person, please feel free to re-compose your question and submit it again.