Of the Cistercian priory, founded about 1165 by Cospatric of Dunbar, and destroyed by the 1st earl of Hertford in 1545, which stood a little to the east of the present market-place, no trace remains; but for nearly four hundred years it was a centre of religious fervour.
The Wallace Art Collection, Hertford House, Manchester Square, was bequeathed by Sir Richard Wallace to the nation on the death of his wife in 1897.
After being in the possession of the earls of Clare and Hertford, and of the earls of Gloucester, it became the property of the Staffords, and on the attainder of the duke of Buckingham in the reign of Henry VIII.
In 1602 the queen's suspicions were increased by the discovery of a plot to marry Arabella to Edward, eldest son of Lord Beauchamp, who as grandson of Edward Seymour, earl of Hertford, and of Lady Catherine Grey (younger sister of Lady Jane Grey), was heir to the throne after Elizabeth according to the will of Henry VIII.
In December she wrote secretly to Lord Hertford proposing her marriage with his grandson, but the latter immediately informed the council.