Genghis Khan (the creator and founder of the Mongol Empire of the 13th and 14th centuries) is believed to have asked that he be buried in an unmarked grave.

Although at the time (thought to be 1227) his burial party obviously knew the location, the details are now lost.

A great deal of archaeological effort has been put into trying to re-discover the location of his tomb. Without success.

A 2014 PLoS ONE article describes recent efforts using analysis of ultra-high resolution satellite imaging See : PLoS One. 2014; 9(12): e114046.

Notes :

[1] There is a Mausoleum of Genghis Khan at Xilian in Inner Mongolia, but this is a memorlal building, not his actual burial place.

[2] There is some local opposition to the ongoing research, given his apparent request for an unmarked grave

Also see : Cleopatra's tombplugin-autotooltip__plain plugin-autotooltip_bigCleopatra's tomb

According to (presumed reliable) records from historians Suetonius and Plutarch, the tomb of Cleopatra VII ( and Mark Antony ) is located somewhere near Alexandria, Egypt.

A great deal of archaeological effort has been put into trying to discover the exact location. Recent efforts have included the use of ground-penetrating radar.