As @Firescale said "Phil the Greek" was born into the Greek Royal house. But there was nothing particularly Greek about that house it being a transplant from the Danish royal house after Greek independence from the Ottoman Empire.

As he also said all the European Royal Houses are intermarried, This is true and has been for many centuries. An intensification of this seems to have occurred via Queen Victoria's many daughters. The royal family tree is hardly a tree at all, more of a web.

I once read a book in which there was a photograph of three cousins, one went on to be the British King George V, one became Tzar Nicholas II and the third was Ernst Ludwig of Hesse-Darmstadt (his sister married the later Tzar becoming Tzarina Alexandra). It looked like a picture of identical triplets - any one could have taken the place of any of the others in a Prisoner of Zenda style story.