Mongolia and the Mad Man

"James Palmer’s “Bloody White Baron,” his life of Baron Roman Nikolai Maximilian von Ungern-Sternberg, is the story of “a loser — albeit an upper-class one” — who turned himself into a visionary psychopath in the Russian far east. Uncomfortable but fascinating reading, it weaves together the weird alliances, murderous dreams and improbable careers that emerged in the aftermath of World War I and the fall of czarist Russia."

http://www.nytimes.com/2009/02/22/books/review/Goodwin-t.html?ref=books

This guy sounds like a mix of Conrad's Kurtz and Wallenstein.