There is a story about George VI that makes me smile.
In 1944, when the Normandy invasion was being planned Winston Churchill wanted to personally be there. He even said he would enlist as a sailor to do so. Of course, having the Prime Minister so close to the action was unthinkable, because of the risks. However, no one could talk him out of it.
George VI settled the matter. He basically said: "Okay, Winston, if you're going, I'm going." Having the King place himself in such a dangerous position was out of the question to Churchill, so he backed down.
I've always liked this story.