Theobalds, on the borders of Hertfordshire, was built by Robert Cecil, Lord Burleigh, who often entertained Queen Elizabeth, an honour which cost him £2,000 a visit. James I. was so delighted with it when he came there on his royal progress from Scotland, that he induced his host to let him have it in exchange for Hatfield. He was frequently there, enjoying the hunting in the neighbourhood, and died there in 1625, his son Charles being proclaimed at the gate. At the Civil War it was much damaged, afterwards being parcelled out among some Parliamentarian officers. The last remains disappeared in 1766.
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