Long Island, New York is home to a legion of stately mansions that in the early 20th century, would provide the inspiration and backdrop for The Great Gatsby. The so-called ‘Gold Coast’ became the playground for Manhattan’s wealthy elite, who built themselves English-styled grand houses, with plush, landscaped gardens, and the most luxurious interiors money could buy. Some have survived, whilst dozens have been sadly demolished and forgotten. But there is one mansion that has perhaps the most bizarre story of all; once owned by none other than Zog the First, King of the Albanians, ousted from his own country in 1939. We went into the forest, to explore the decaying remnants of a home where the lost fortune of jewels belonging to one of the strangest monarchs in European history, is supposed to be hidden somewhere amongst the ruins.