Von Anhalt said he and Smith first met in the 1990s when Smith was still married to elderly oil tycoon J. Howard Marshall II. He said Smith approached him and Gabor at the Plaza Hotel in New York.
"She was a very big fan of Zsa Zsa and wanted to be like Zsa Zsa," he said. "She wanted to be a princess."
Von Anhalt's royal credentials have been the cause of speculation over the years. According to stories in the British press, he was born Robert Lichtenberg, the son of a German policeman, and
bought his title after being adopted as an adult by a bankrupt daughter-in-law of the last kaiser.
He said the two started an affair soon after, meeting over the years in Los Angeles, San Francisco and New York. For much of that time, he said,
Smith urged him to make her a princess like his wife.
But short of divorcing the actress,
he said the only solution would have been adopting Smith. Von Anhalt said he did consider that
and even filled out adoption papers, but
Gabor refused to sign them.
He said he never admitted the affair to his wife, but that he's sure she knows. She would sometimes answer the phone when Smith called him, von Anhalt said.
"The next morning my wife would always ask 'Who are you talking to?"' he said. "'Oh Europe.' I always said it was Europe."
Von Anhalt expressed some regret about the affair, saying "Men do things we shouldn't do."
"She was a very sexy woman," he added. "To have an affair with her is the top, you know."
Von Anhalt and Gabor were married in 1986. Some records list him as her ninth husband but one of those marriages was annulled.
If Smith left no will, and if she and Stern weren't married, then the baby's father and child likely would split her assets, according to Christopher Cline, an estate planning lawyer with the firm of Holland and Knight.
"It's a really large legal quagmire," said Cline, who enumerated some of the many questions hanging in the balance.
"I've never seen a case with more moving parts," he said, comparing the legal morass in its complexity with unraveling the estate of billionaire
Howard Hughes ? albeit with less money involved.
Cline outlined a series of crucial questions that range from the paternity of the child to Smith's country of residency and, most importantly, whether she had a will. If there was a will, Cline said, questions would arise about where it was drafted and signed.
If she did not have a will, the laws of her country of residence would apply.
Smith had been living in the Bahamas recently and gave birth to her daughter there in September.
It also wasn't clear how her death affects the lawsuit still pending against the estate of her late husband, J. Howard Marshall II. Experts in Texas, where Smith fought for millions of dollars in inheritance, said the court battles will go on.
"The claims will survive to her estate," said Charles W. "Rocky" Rhodes, a South Texas College of Law professor who has followed the complicated series of lawsuits involving Smith and the family of her dead husband.
"In criminal cases like we had with Ken Lay, where the defendant died, it was over," he said. "But in civil cases where the claim is for money, your estate and the heirs you have from the estate are able to continue the litigation in the name of the representatives of the estate."
E. Pierce Marshall, her late husband's son who had been fighting her over his father's estate, died in June. But the Marshall family vowed to continue the fight.
Family lawyer Mark Vincent Kaplan of Los Angeles, who has handled many celebrity paternity cases, said he believes Stern initially will receive custody of the child because he is listed on the birth certificate.
"The paternity test should be expedited," he said, "because if he is not the bio dad he has no rights to custody. But I predict there will be a will saying that Howard K. Stern is the father."
Another complication could arise if Stern was the lawyer who drew up the will and may be listed as the executor, he added.
"By law, he can't be both the executor and the beneficiary," Kaplan said.
The Smith saga has been filled with so many deaths, Kaplan said, that lawyers are beginning to talk about a curse on the litigation. Just five months ago, Smith's 20-year-old son Daniel died suddenly in the Bahamas in what was believed to be a drug-related death