So, Semyon Budyonny was one of the 2 Marshals of the Soviet Union (next to Kliment Voroshilov) who managed to escape death in the 1937 Purges. However, during World War II, even though his leadership skills were admittedly poor, he still managed to escape being demoted or even outright killed for his incompetence (unlike General Dimitri Pavlov, whose poor response to the German Invasion resulted in him being arrested and executed).
I did read somewhere that Budionny escaped retribution because of being a very close friend of Joseph Stalin - but how much truth is in this claim? Do we know for sure why the Marshal was such an "untouchable" figure during the most turbulent time in Red Army's history?
Budenny was, like many of the 'survivors' of Stalin's paranoia, an old cavalryman from the front Stalin fought at during the Civil War. They had been together from the early post-revolution days. Although I am not an expert on Stalin's relationship development, this seemed to form the basis of the clique that Stalin trusted most thoroughly and used to maintain his control over the Soviet Union, while cutting down many later arrivals.