Depends how far back would count in your estimate. In 1066, one of my ancestors, William D'Harcourt was one of the five aides de camp to William the Conqueror, one of the progenitors of the current royal line. On the principle of 6 degrees removed, probably everyone has some connection with the British Royals, even if it's being the 2nd cousin of the daughter of the Queen's lady in waiting, her equerry, stablehands, guards, chefs, sous chefs, doctors...
We are all interconnected in this world and it matters a lot more than many of us think.