Benito Mussolini was given an honourary knighthood in 1923 but it was withdrawn in 1940.
(Honourary knighthoods are given by the Queen to non-British or Commonwealth citizens on what is called the "advice", which basically means the orders, of the British government. Mr Mussolini is not alone though, Romanian dictator Nicolae Ceaucescu, was stripped of his shortly after he had been deposed and, as it turned out, only one day before he was shot. Even more recently Zimbabwe's "President" Robert Mugabe has just been similarly dishonoured. (Is that the right word?).