Meet biographer's dream/careers adviser's nightmare Ignatius Trebitsch-Lincoln, who was, according to his Wikipedia page, "a Hungarian adventurer and convicted con artist. Of Jewish descent, he spent parts of his life as a Protestant missionary, Anglican priest, British Member of Parliament for Darlington, German right-wing politician and spy, Nazi collaborator and Buddhist abbot in China". I think that just about qualifies for description as a colourful life.
Trebitsch-Lincoln came to my attention courtesy of sci-fi author Charles Stross, who used him as an example in a recent piece about the fact that authors are under implicit obligation to create plausible characters whereas reality certainly isn't.
(Thanks to Simon for the link.)