The tale of אברהם בן אברהם, Abraham ben Abraham, the Polish Count turned Jew and then martyr in 18th century Vilna is well known. This traditional tale was even written in a German language children's book (trans. into English by R. Yehoshua Leiman z"l in 1978, link). Like many stories, the trouble is that this one has never been verified to be historical fact. No record of a Count Valentin Potocki (a true name of Polish nobility) converting to Judaism, much less being executed for it, has ever been found. It is true that by the 19th century this story was accepted as absolute fact among Lithuanian Jews, and there was even a grave in the Jewish cemetary in Vilna--near the sepulchre of the Gaon of Vilna--that was believed to be where the count was interred. I take no opinion on the matter.
In any case, I came across something quite interesting, from 1753, just four years after the alleged execution of Avraham ben Avraham:
(From v.22, The London Magazine, Or, Gentleman's Monthly Intelligencer)
I'm not suggesting that this is in any way related; I am suggesting that this is interesting. Here is a summary of the historical evidence, or lack of, for אברהם בן אברהם.
Edit (07/01/09). Here is, incidentally, a mention of the story from 1824:
The Rabbi Mendel in question is Rabbi Menachem Mendel of Shklov, one of the original Perushim in Eretz Yisrael, and a talmid of the Vilna Gaon. Although he was born in 1750, and thus after the entire incident is alleged to have occurred, it is also evident that the story is considerably older than the date it is here recorded. It certainly cannot postdate 1808, when he arrived in Eretz Yisrael, and in fact must predate the death of the Gaon (1797). In fact, to me the way it is mentioned here has all the hallmarks of a story known to R. Mendel all his life, which puts the story even closer to 1749, when it is said to have occurred.