I've heard in school of the story of a king, who used to take small amounts of conium. When someone tried to poison him he was immune to that poison.
Is that even remotely possible ?
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Straight Dope has an article on this practice (exposing yourself to incrementally greater doses of poison; called mithridatization, after King Mithridates VI of Pontus, who reputedly pursued such a regimen as per Roman writer Pliny).
The article confirms the known case of arsenic mithridatization in Austria, as well as the fact that you can mithridatize yourself to an extent against poison ivy reaction
One of the earliest scientific mentions I was able to find is "PROFESSOR VON BEHRING'S TREATMENT OF TUBERCULOSIS" published in British medical journal, Volume 2, Page 577 in 1906.
A somewhat later material was "Journal of medical genetics, Volume 8" published by British Medical Association in 1971, referenced mithridatization as a process but I can't get access to full text discussing it.