Ancestry.com (ancestry.ca) has this neat feature where they combine all their family trees into a big "One World" tree. If you know your ancestors, you can access the "one world" tree and check to see who you're related to. It's especially fun to see which famous people are your distance cousins.
There's only one problem. You really have to know something about your ancestors before you trust the results. Most of the relationships are wrong because someone has entered the wrong data and it gets propagated to the "one world" tree. This is a problem with all such databases—including scientific ones.
Here's one of the reliable hits. It shows how Bette Davis is a distant cousin. She descends from my great10 grandparents Captain Richard Norman and his wife Margaret Alford. They were born in Orchard Portman, Somerset, England (midway between Exeter and Bristol) and came to Massachusetts Colony in 1626.
UPDATE: This is wrong. There's a mistake on the internet! I am NOT a descendant of Richard Norman and Margaret Alford.