Adidas
From the first afro-american sponsorship via Nazi-Germany rocket launchers to a world wide brand, the story of Adidas never stops surprising:
Before Adidas was founded in 1949 by Adolf "Adi" Dassler, (the name Adidas comes from Adi and Dassler), Adi had founded the company "Dassler Brothers Shoe Factory" with his brother Rudolf in 1924. After a split between the two brothers, Rudolf went on to found another large brand: Puma. The two corporate headquarters are still located on opposite sides of the Aurach river in Herzogenaurach, Bavaria.
In 1936 Adi took the world's first interstate highways (German: Autobahn) from Bavaria to the olympic village in Berlin and convinced
Jesse Owens to wear Dassler shoes. Owens later won 4 olympic gold medals in Berlin. This marked the first sponsorship of an afro-american athlete. Both Adi and his brother Rudolf were members of the Nazi-party, joining in 1933. During the war the Dassler plant produced bazookas (anti-tank rocket launchers), for the German Army.
After the war, the newly founded Adidas bought the logotype which they are now known for – the brand with the three stripes – from the Finnish sports producer Karhu. The price was a small lump sum of money and two bottles of whiskey.

My Adidas shoes, picture from lilhelen
More reading:
Wikipedia on Adidas