The Varangrian Guard of the Byzantine Empire are likely the best example of this. From the late 800's A.D. until sometime in the 14th century this unit was the personal bodyguard of the Byzantine Emperor, and also acted as an elite unit of shock troops in many of the wars the empire was involved in. The members of the guard for most of its history were Germanic, Norse, or Anglo Saxon immigrants brought in for their martial prowess, and also because of their detachment from court politics (the Byzantine Empire is somewhat notorious for its issues with corruption and betrayal).

The most well known member was Harald Hadrada, who served in the guard for years and fought in numerous military campaigns before returning to Norway and becoming king. He was the guy who tried to invade England shortly before William the Conquerors attempt.

Praetorian Guard - served as bodyguards for the Roman Emperor; 31 BCE - ca. 310 CE.

Swiss Guard - served as guards to many European courts; 15th century to the present.

Varangian Guard (read /u/Defengar comment)

Housecarls - served as household troops and bodyguards for Scandinavian lords.

Janissary - Christian slaves turned Ottoman bodyguards; 14th century-19th century.

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