A self-proclaimed monarchy is a monarchy that is proclaimed into existence, often by an individual, rather than occurring as part of a longstanding tradition. It is thus at least initially the opposite of most hereditary monarchies, although if a self-proclaimed monarchy is successful, it will evolve into a hereditary one.
Throughout history there has rarely been a political office higher in stature and power than that of king or emperor. In republican dictatorships these titles have often proven too tempting to resist, and often at the apex of his power, a dictator will sometimes decide to proclaim himself king, and thus turn the nation into a monarchy.
Brian Boru declared himself "Emperor of the Irish" in 1005, despite having many Irish rivals. He did, however, have much more dominance over Ireland as a whole than other previous High Kings. It was also speculated that he was planning to form Ireland into an Empire, after conquering Ireland, and looking to conquer Scotland as well.
In Portugal, Afonso I of Portugal (then Afonso Henriques, Count of Portugal) declared himself King in 1139, continuing the Reconquista, thus founding both the Portuguese monarchy and the modern country of Portugal.
In 1804 French Consul Napoleon Bonaparte decided to consolidate his power by proclaiming himself Emperor Napoleon I. Though this imperial regime would end with his fall from power, 33 years later Napoleon's nephew Charles-Louis-Napoléon Bonaparte would be elected President of France and proceed to declare himself Emperor, as well.
In Haiti there were three such cases: Governor-General Jean-Jacques Dessalines became Emperor Jacques I (1804-06), President Henry Christophe became King Henri I (1811-20), and President Faustin Soulouque became Emperor Faustin I (1849-59).
In 1860, French adventurer Orelie-Antoine de Tounens, proclaimed the Kingdom of Araucania in Chile with the support of local Mapuche chiefs and took the title Orllie-Antoine I. Two years later he was arrested and deported by the Chilean government and the kingdom was annexed to Chile.
In 1893 James Harden-Hickey, an admirer of Napoleon III, crowned himself James I of the Principality of Trinidad. For two years he tried but failed to assert his claim to the small island in the South Atlantic Ocean.
In 1915 Chinese President Yuan Shikai declared a restoration of the Chinese monarchy, with himself as the new Emperor. The plan was a huge failure, and he was quickly forced to step down.
President Ahmet Zogu of Albania proclaimed himself "King Zog" in 1928, creating a decade of constitutional monarchy that would be eventually overthrown when Albania was conquered by Italy.
A short-lived Central African Empire was also created in 1976 when dictator Jean-Bédel Bokassa of the Central African Republic proclaimed himself "Emperor Bokassa I" and had a lavish coronation ceremony in 1977.