Apart from being the father of positional play, Wilhelm Steinitz was also noted for some eccentric opening choices. The Steinitz Gambit (1.e4 e5 2.Nc3 Nc6 3.f4 exf 4.d4 Qh4+ 5.Ke2) is the most noted of these, normally with the quote from Steinitz "The King is a fighting piece" attached to it.
What I find surprising is that Steinitz would be attracted to this idea, given a game that occurred early in his career. Before he became the position player we know today, and while he was still working at being "The Austrian Morphy", he played the following game against Carl Hamppe. Like the Steinitz Gambit it started as a Vienna opening although it was a little more mainline. That is until Hamppe decided that a pawn was worth having his king chased up the board. Eschewing some sensible defensive moves (such moves "would have been considered shameful" according to Lasker), he quickly found himself in trouble. So much so that Steinitz was able to produce a spectacular sacrificial finish.
Hamppe,Carl - Steinitz,William [C29]
Vienna Vienna, 1859
1.e4 e5 2.Nc3 Nf6 3.f4 d5 4.exd5 Nxd5 5.fxe5 Nxc3 6.bxc3 Qh4+ 7.Ke2 Bg4+ 8.Nf3 Nc6 9.d4 0-0-0 (D)
10.Bd2 Bxf3+ 11.gxf3 Nxe5 12.dxe5 Bc5 13.Qe1 Qc4+ 14.Kd1 Qxc3 15.Rb1 Qxf3+ 16.Qe2 Rxd2+ 17.Kxd2 Rd8+ 18.Kc1 Ba3+ 19.Rb2 Qc3 20.Bh3+ Kb8 21.Qb5 Qd2+ 22.Kb1 Qd1+ 23.Rxd1 Rxd1# 0-1