Khun Sa
Born in British Burma, this warlord was the master of the Opium Trade in the Golden Triangle (Myanmar, Laos, Thailand). He built his own army that he used to protect his empire and made a mint in smuggling opium all over the world. From time to time, he would offer deals to the U.S and Australia, offering to sell his opium fields to them for a hefty sum, so that they destroy them, or manage them themselves, but no one took the offer.
He surrendered to the Burmese government in 1996, but they refused to extradite him, and he died a free and wealthy man in 2007.