While visiting my Dad recently I found out that his Dad Ran off (from Sweden) and joined the FRENCH army during WW1. He served his time, then became a member of the Elite Stockholm Guard Cavalry unit. He didn't like the inactivity, so he jumped a ship and came to the USA as an Illegal Alien. He then joined the US Navy to gain his citizenship. All this happened between 1914 and 1918.
So.
My Grandfather served in 3 different armies during the Great War. Cool huh?