As an undergraduate at Cambridge University, Cole dressed as a sultan of Zanzibar - who was visiting London at the time - and made an official visit to his own college.
Once he disguised himself to look like prime minister Ramsay MacDonald, arranged for the real MacDonald to be lost in a cab and went to a meeting of the Labour Party to make a speech where he told the members to work more for less money.
Once Cole directed a group of workmen to dig a hole in the middle of Piccadilly. It took a week before public officials had it filled.
In another occasion, Cole dared a Member of Parliament to dash before him to the nearest corner with a 10-yard head start - having already slipped his gold watch into the MP's pocket. When the MP the began to run, Cole yelled for the police who promptly arrested the "pickpocket" and took him to the nearest police station.
In his honeymoon in Italy in 1919, Cole dropped horse manure onto Venice's Piazza di San Marco - which could only be reached by a boat.
Cole has also been suspected of the Piltdown Man hoax.