I've never
owned a gun that belonged to a famous person, but I worked on Jean-Claude Duvalier's Gold Cup in the 80s, and also Herbert Hoover's Remington Model 11 that got passed to his grandson.
Duvalier's Gold Cup needed the front sight restaked (LOL!!!!), and Hoover's gun had a broken carrier spring.
In the 70s, I had the dubious privilege of knowing John Ek. He had Fidel Castro's .45 that had been intercepted by U.S. Customs when, after Castro had sent it to Colt for some repair work, he openly declared he was a Communist. How Ek came to possess it is a mystery, but he had "connections in high places," I guess.
Sadly, after he died in '76, the gun disappeared and no one knows what happened to it (with the possible exception of his son, Gary).
Edit: I did once own a Colt 1902 Military .38 auto that, by serial number in Colt's records, was delivered to the "Browning Brothers." I assume it was just something that went to their store, and not actually owned by either of the Brownings, but they may have
actually touched it...