I don't remember hearing this when the Queen Mother died in 2002, but apparently there was some question where she was born.
Not a little mystery surrounded her birth. A plaque in the 12th-century church of St Paul's Walden proclaims that she saw the first light of day on her parent's Hertfordshire estate, but that has proved not to be the case. Later in life she was told that she was born at their London home in Grosvenor Square. There was even a family story that she may have been born in a horse-drawn ambulance - or even in the back of a taxi. When told that it was entirely possible, the Queen Mother is supposed to have put on her best Lady Bracknell voice - like her grandson, the Prince of Wales, she was a good mimic - and exclaimed: "In a taxi? How quaint!" [Link]