For me, Stalin falls out of the cool category due to deaths under his leadership (about 3.3 million officially recorded victims).
I have always enjoyed Alice Roosevelt, Teddy Roosevelt’s daughter. She was brash, witty, at full of antics. Here’s an example: When it came time for the Roosevelt family to move out of the White House, Alice buried a Voodoo doll of the new first lady, Nellie Taft, in the front yard.