An interesting story about Einstein I heard from someone who heard it as a firsthand report. It's a true inside story (at least as of this moment).
Yeshiva University sent a delegation to Princeton University to meet with Albert Einstein to obtain his permission to use his name on their new medical school. Einstein magnanimously expressed his joy at helping a Jewish educational and social cause. Then he shared with the delegation that back in the 1930's when the anti-Semitic pressure was mounting, he was asked by people close to him whether he'd rather not have been born Jewish and be spared these problems. He responded that yes, he would have preferred being born a Non-Jew, but not for the reasons that some might think. He would have preferred being born a Non-Jew so that he can have the opportunity to become a Jew by choice.