That sounds similar to the rumors of my family. Supposedly my great-great-grandmother, Anna Charlotte Wilemsdotter (some places written Anna Charlotta, born May 1835), is the illegitimate daughter of Oscar I and Lisa Maya Sten. I dont know what happened to Lisa, but Anna married Lars Holmquist and moved from to Minnesota, USA around 1885 and died as Anna Holmquist in 1918. I have seen references to Västmanland, Sweden and Nora, Sweden, but don't know much more.
I'd be curious to know if anyone has research ideas?