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.

To date, there is no confirmation of its discovery.

Further info at Wikipedia

Also see : Genghis Khan's tombplugin-autotooltip__plain plugin-autotooltip_bigGenghis Khan's tomb

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.