After the Battle of Trafalger, where he was killed by a sniper, Lord Nelson was placed in a barrel of cognac to preserve his remains on the voyage back to Blighty.
Barbarossa, the Holy Roman Emperor, was placed in vinegar in a pickle barrel so that his promise to go to Jerusalem could be fulfilled.
I bet that cognac started tasting nasty after a while!
From the Wikipedia page on Rum:
A story involving naval rum is that following his victory at the Battle of Trafalgar, Horatio Nelson's body was preserved in a cask of rum to allow transport back to England.Upon arrival, however, the cask was opened and found to be empty of rum. The pickled body was removed and, upon inspection, it was discovered that the sailors had drilled a hole in the bottom of the cask and drunk all the rum, in the process drinking Nelson's blood.
Thus, this tale serves as a basis for the term Nelson's Blood being used to describe rum.
It also serves as the basis for the term "Tapping the Admiral" being used to describe drinking the daily rum ration. The details of the story are disputed, as many historians claim the cask contained French Brandy whilst others claim instead the term originated from a toast to Admiral Nelson.