Sidney George Reilly's real name was Georgy Rosenblum and he was born in Odessa. Reilly was a spy for the British, the Tsarists and who knows for whom else. He was not called 'Ace of Spies' for nothing. He was also a renowned womaniser and is said to have had an affair with Ethel Lilian Voynich in the summer of 1895 and inspired Ian Fleming to invent his character James Bond. Born Georgy Rosenblum (or Salomon Rosenblum according to some), he was executed in 1925 by the OGPU, the Soviet state police (later part of the KGB) who had their headquarters in the infamous Lubyanka prison.

More information on Wikipedia.

For fans, in the last century Thames Television made a nice (but historically rather inaccurate) series about him.