In A Series of Unfortunate Events there are a bunch of contextual clues which suggest that Count Olaf may be Jewish. Which is weird, because, y'know, the Count part.
Were there ever any instances of European nobility marrying Jews and producing Jewish heirs? If so, were there any scandals about them, as with Wallis Simpson?
Edit: By which I mean European, castles-and-tea royalty. Judean royalty would seem to be a given.
Ooh, one I can answer. I hope this is ok. If it's not in depth enough, just let me know and I'll remove it.
Jewish nobility in Europe wasn't unheard of, but it wasn't very common either. Almost all were formerly so-called "Court Jews", a term for Jewish persons who provided banking services to royal and noble courts. Also, as near as I can tell, all of these ennobled individuals received their titles from the Habsburgs [Edit: see u/The_Manchurian's correction below], even though the practice of Jewish families providing banking services to royal and noble houses could be found throughout Europe.
Probably most famous would be the Rothschild family. The Rothschilds started out as bankers to the court of the Landgraves of Hesse-Kassel, and were based out of Frankfurt. The founder of the dynasty was Mayer Rothschild, who lived in the second half of the 18th century. Through his banking endeavors, he amassed a very large fortune, making him one of the richest men in Europe. His five sons inherited their father's wealth and set up branches of the family bank in London, Paris, Venice, and Naples (with the fifth staying in Frankfurt). All five of Mayer's sons were elevated to the nobility of the Austrian Empire receiving the rank of Freiherr or baron. From there, they intermarried with the nobility of various European nations, such that the family has (or had, depending on the country in question) noble descendants in Germany, France, Great Britain, the Netherlands, and Italy (and possibly more, it's a very large family).
Other notable members of this small cohort of Jewish nobles included Joachim Edler von Popper, Jacob Bassevi von Treuenberg, Bernhard von Eskeles, and Israel Elder von Hoenigsberg, the latter being notable as the first Jew to be ennobled by the Austrians without having to first convert to Christianity.