Highest Office Held: President of the United States
Millard Fillmore was a member of three political parties during his lifetime, but was never a Democrat or a Republican. He first ran as a member of the Anti-Masonic Party in 1828, and later joined Congress as a Whig in 1832. He would remain a Whig until after his Presidency, when there were no more Whigs.
The final party he chose was one of the worst in history: the Know Nothing Party. Fillmore couldn't bear to become a Republican, so he took up the mantle of the xenophobic organization remembered primarily for hating German and Irish immigrants. Good call.