H.M.S. Hampshire 1912

It sank in June 1916 off the Orkney Islands, with the death of about 800 men including Kitchener and his advisors and party.  Kitchener (the Minister of War in the British Cabinet) was going to Tsarist Russia at the invitation of Tsar Nicholas II.  The Hampshire, which picked up Kitchener at Scapa Flow (where he met with Sir John Jellicoe, the First Sea Lord, and "winner" of the battle of Jutland a day or so earlier, who had lunch with him).  Hampshire had no escort when she apparently hit a mine off the Orkneys in freezing cold, rough seas.  Only 18 men made it to shore. Kitchener was last scene on deck waiting for a boat.  His body was never recovered.

There are still some matters about the incident that have never been cleared up (why no escort?  was it a mine, a torpedo, or did somebody plant a bomb on board?)  While it most likely was just another tragic incident in the war itself, the mystery of the event still lingers.