1 It's sorta inappropriate in one way, but I actually had the opportunity to roleplay as Mad Jack, which was kind of unique.  I've never roleplayed a historical person before or since

Call of Cthulu, set in the pre-WWII period with GURPS Horror rules, only the campaign actually ran into the early days of the war.  Of course, those nasty Nazis were using zombies and other eldritch beasties as they closed the pocket on Dunkirk, where the group was trying to retrieve an informant with knowledge of their plans.   I was a one-session guest, so the GM gave me the the Colonel, who would otherwise have been an NPC.  He'd given me a heads up ahead of time, so I'd read up on him and made it a point to replicate his longbow kill during a fight with some Germans.