The myth surrounding the birth of Alexander the Great goes something like this:
Philip of Macedon was descended from Herakles, who was the son of Zeus, but when he married his wife Olympias, he never had the chance to pass on his branch of the divine seed, because Zeus passed over him and directly impregnated Olympias with a "bolt of thunder". Philip then had some freaky prophetic dreams regarding the child of Olympias, and the dreams were interpreted by the priests of Apollo, who told him that Zeus would be the real father of his son. Before this interpretation, Philip attempted to sleep with his wife and was driven off by a divine serpent.
Compare also births of Augustus Caesar and Jesus Christ.