There are more than 100 diplomatic missions based in India’s capital, New Delhi. What does it take to set up your own?

Not much, if you ask Harshvardhan Jain, a.k.a. “Baron H.V. Jain.”

Rent a bungalow, hoist some flags, park a few luxury cars on the curb, photoshop yourself into pictures with world leaders, and — voilà! — you have your own embassy.

Until you are caught, that is.

The Indian police arrested Mr. Jain, 47, on Tuesday for running a fake embassy in a rented residential building in Ghaziabad, a city just outside New Delhi.

This house, the police said, alternately acted as the diplomatic mission for Westarctica or the Principality of Seborga or Poulbia Lodonia — depending on the day or the need or the hour.

These entities, technically, are “micronations” — self-proclaimed sovereign states that lack a legal basis for their existence, as they are not recognized by other countries.

For the better part of a decade, such legal inconveniences did little to undermine Mr. Jain’s operation.