James Ramsay MacDonald, PC, FRS (1866-1937) became Britain's first ever Labour Prime Minister in 1924 and served two separate terms.
He didn't last long the first time round (he managed just one year), but returned with the Labour party in 1929 to try again. The Great Depression however put paid to any further political aspirations he might have had with Labour and MacDonald was eventually expelled from the party in 1931 after forming a National Government...with a Conservative majority.
He did however, rule with his new party for four years, but stood down as PM in 1935 due to ill health.
Oliver Milton Lee (1865 - 1941) meanwhile was a part time deputy U.S. marshal, rancher and gunman from Texas.