One of my ancestors deserted from the Spanish army in Cuba during either the Spanish-American War or in the period of Cuban-Spanish wars leading up to that conflict.
He lived in a cave with a Cuban woman and had a child, who he raised in the cave until it was safe for him to rejoin the general population - I guess after the Spanish were ousted.

Also, my mother's maiden name is Cervantes - Manco de Lepanto anyone?
It's nice to dream.