T. F. Thiselton-Dyer - Royalty in All Ages: The Amusements, Eccentricities, Accomplishments, Superstitions, and Frolics of the Kings and Queens of Europe (1903)
Open Library direct link
Open Library main page
Collections of historical anecdotes are something of a publishing perennial - there are always some tucked away in bookstore history sections while even Oxford has done several and at this writing Michael Farquhar has a new one out. This book is adequately described in the full title, sorting its stories into chapters based on games, eating, beliefs, disguises, horse-racing, gambling, masquerades, hunting, dancing, etc. Otherwise there's not much organization and the stories range from barely worth recounting to quite strange. That William III put on his hat in church when the sermon started doesn't matter much now and perhaps neither do the inebriated exploits of Ivan IV ("one of the most drunken and dissolute monarchs that ever disgraced a throne") or all sorts of hunting misadventures, odd superstitions, frequent gluttony and so forth but that's the type of thing that fill books such as this rather than administrative or diplomatic histories.
Thiselton-Dyer (1848-1923) was a cleric who wrote several other compilations of folklore. Frazer references one in The Golden Bough and Yeats reviewed The Ghost World. His brother William Turner Thiselton-Dyer was a botanist who directed the Royal Botanical Gardens for years and was son-in-law to Joseph Hooker. (Sources that list T.F.'s death as 1928 are apparently confusing him with brother William.)