Steinitz put his King where his pen was when he often delayed castling until after his opponent has done so, or didn't castle at all and sometimes he never moved his King at all. This strategy allowed him to carry out other piece maneuvers. His theory was just a few simple precautions were needed for the King safety, perhaps only a single minor piece within convenient reach.
Steinitz also used a line in the King's Gambit where white doesn't castle, but has compensation. The Steinitz Gambit: 1.e4 e5 2.Nc3 Nc6 3.f4 exf4 4.d4 Qh4+ 5.Ke2.
Of course all this goes against everything we were ever taught about how to play the opening, but GMs know when the rules can be safely violated.
A while back I came across three interesting games where white moved his King in the opening: one by Olaf Ulvestad and two by Yasser Seirawan.
In this game Ulvestad played 10.Ke2 to avoid a pin. Arnold Denker liked it only because it was different, but in this particular position that wasn't much of a reason to play it. In the two games by Seirawan one time it worked, the other time it was a disaster.
In addition to being ridiculed for his chess books, Reinfeld was never appreciated much as a player. Regarding his chess books though, he wrote some really good ones early in his career. But, as he later complained, he got paid almost nothing for them. Then he discovered when he wrote trash for casual players royalties came pouring in.
As a player, by the time this game was played he was known as a “squeezer” who seldom won or lost, mostly drawing. But, when he felt like it he could play aggressively as he did in this game which received a special prize as “the showpiece of the tournament.” For some interesting views on Reinfeld please refer to Edward Winter's post number 8436.