I vaguely recall an article in the Saturday Age or Good Weekend from a number of years ago talking about Stalin's granddaughter. Her name is Olga, if I remember correctly, and she is or was some sort of artist. That's all I can remember - it was one of those one-page profile sort of deals.
Make that Olga Peters (http://www.theanswerbank.co.uk/Article149.html)
I may be completely deluded, but I think there is a colonel or general in the American army who is a relation (uses the old name Dugashvili).