I read this novel 10 years ago, and it remains one of the best, and most unusual, romances I've come across.
Olympia is a real-blood princess of some obscure Eastern-Europe country, which she has never seen, but she dreams of returning home and "liberate" the people from her uncle's opression. In short, she's a somewhat naive idealist, but very endearing. However she's a ward of Queen Victoria, and has little influence over her own destiny. In order to sneak out of London and start her personal crusade she enlists the help of Sir Sheridan Drake, acclaimed hero, and her greatest idol. Sheridan turns out to be a man with MANY secrets, and his own motives for helping her.
He's one of the most conflicted romantic heroes I've come across, and his closet is just brimming with skeletons. As an example, he was previously a killer/strangler for the Kali sect in India. Not that he had a choice, but still not an acceptable occupation for a gentleman.
During their travels this unlikely couple gradually get to know each other for real, and form a relationship.