Lilian Davies was a fashion model born in Wales and was married to Ivan Craig when she met Prince Bertil of Sweden towards the end of World War II. She and Craig divorced amicably but she was unable to marry Bertil. Ordinarily, this would not have posed a problem other than the fact that Bertil would have had to renounce his rights to succession because Lilian wasn't of equal rank. The Swedish Court wouldn't be dragged into the 20th century until Carl Gustaf came to the throne.
The problem was that Bertil's elder borther, HRH Prince Gustaf Adolf, died in an a plane crash (which also claimed American movie star Grace Moore) in 1947. Although Gustaf Adolf's own father wouldn't ascend the Swedish Throne for another 3 years, the loss of a direct heir and the prospect of his son, the infant Carl Gustav (the present King), becoming King then, meant that Bertil might have had to act as regent. Bertil therefore chose not to marry Lilian and they lived together discreetly.
In the end, Carl Gustav came to the Throne in 1973 as an adult and a regent was never needed. As the new King did away with much of the old protocol and himself married a commoner, he was able to sanction his Uncle's marriage to Lilian and they lived as man and wife for just over 20 years.
Lilian was conswequently raised to the rank and title of HRH Princess Lilian, Duchess of Halland. Requiring a Coat of Arms to place at the centre of Bertil's achievement and being of non-armigerous humble stock, she was assigned a personal Coat of Arms in the Swedish colours of blue and yellow - namely, a bunch of three fleurs-de-lys or lillies - as a pun on her name.
(For another heraldic pun, please see the Label of HRH Princess Beatrice of York.)
I actually saw her and the Swedish Royal Family once. I was visiting Windsor Castle on a rather drizzly day and had to wait to go into St George's Chapel (where the two Royal Weddings will be held later this year) as it was shut to the public. I was sat on the bench outside the gift shop under my umbrella when, all of a sudden, three 4x4's drove in. Out piled a few body guard types which gave me cause for concern. But then, imagine my surprise when the Swedish Royal Family got out. None of the children were married then, so it was just The King, The Queen and the three children. Then, The King held a door open and helped his Aunt out of the car. I always presumed that Carl Gustaf and the family were showing Aunt Lilian Windsor Castle for the last time. No one made a fuss and I even shared a glance with The King. They didn't stay long and went off on their way. I got to go inside the Chapel when it was opened up, but I will nhever forget that moment. It is the closest I've been to reigning royalty.
At her death not too long afterwards, Lilian was afforded a full royal state funeral, surrounded by royalty and wreaths of pastel-coloured flowers and with a bouquet of lilies-of-the-valley on top of her coffin which was draped with a Royal Standard.