Knights of the Caribbean

The Knights Hospitaller were founded way back in 1099 to run a hospital (thus the name) in Jerusalem to provide medical care for pilgrims.  As is true in both video games and real life, being the medic all the time gets boring, so they started providing armed escorts for pilgrims as well.  They distinguished themselves in battle, and built a bunch of pretty badass castles throughout the Holy Land.

After the crusades turned for the worse, and the Holy Land was lost, they retreated to Cyprus, and then took the island of Rhodes from the Byzantines in 1309.  They held out in Rhodes even after the Ottomans had conquered the region including Constantinople, but were eventually flushed out by a an invasion of hundreds of thousands of Ottoman soldiers - and even then it took the Ottomans half a year to dislodge the 7,000 knights.

They then moved on to Malta (apparently they had a thing for island fortresses), where they started protecting Christian shipping in the Mediterranean from the Muslims.  Protecting soon turned to plundering, and the Knights started capturing and looting Muslim trade ships.  This practice brought in huge amounts of money to the otherwise struggling order.

In the mid 1600s, the Knights of Malta became one of the most unlikely colonial powers when they acquired a set of islands in the Caribbean.  Phillippe de Longvilliers de Poincy arrived in St. Kitts in 1638 under the pretense of governing on behalf of the French crown.  He quickly decided that he wasn't nobodies bitch, and started governing under his own authority, as well as capturing other islands in the area.  He took Tortuga (a small island off the coast of Haiti) as well as St. Croix, St. Bart, and St. Martin.

In addition to his other duties of establishing personal island kingdoms, de Poincy was also a high-ranking member of the Knights.  He persuaded them to purchase some of his islands for 120,000 livres (which is a lot, apparently).  The French were willing to accept the governance of the Knights, on the grounds that they should use the islands as a base to protect Christian shipping, and work for the "conversion of the savages".

The possessions of the Knights didn't last long, as they were quickly gobbled up by the likes of Spain and Britain.  Even so, the Knights earned the right to count themselves among the great European colonial powers.