As Horncastle stands on the banks of the river Bain it has been taken by Stukeley, the antiquarian, and by others following him, {5b} to have been the Roman Banovallum or “Fort on the Bain,” mentioned by the Roman geographer of Ravenna; {5c} although, however, most probably correct, this is a mere conjecture. On the road between Horncastle and Lincoln we have the village of Baumber, also called Bamburgh, and this latter form of the name might well mean a “burgh,” or fort, on the Bain, the river running just below the village. The two names, however, might well exist at different periods. It may be here mentioned that this form, Bamburg, is found in _Harleian Charter_ 56, c. i, B.M., dated at Wodehalle, December, 1328. Tacitus, the Roman historian, {5e} tells us that the Romans “wore out the bodies and hands of the Britons in opening out the forests, and paving or fortifying the roads,” and we can well imagine that those skilled generals would see the advantageous position for a stronghold in the angle formed by the junction of the two rivers, and would employ the subjugated Britons of the locality in constructing, it may be, at first only a rude fort, protected on two sides by the streams and in the rear by a “vallum,” or embankment, and that on the site thus secured and already a native stronghold, they would, at a later period, erect the “castrum,” of which massive fragments still remain, testifying to its great strength. These remains, indeed, in almost their whole course can be traced through present-day gardens and back premises, shewing the four sides of an irregular parallelogram. Their dimensions, roughly speaking, are on the north and south sides about 600-ft., by about 350-ft. at the eastern, and 300-ft. at the western end, their thickness being about 16-ft. The material employed was the Spilsby sandstone, obtainable within five miles, cemented by course grouting poured into the interstices between the massive blocks. These walls inclose a portion of the High Street as far eastward as the site of the present Corn Exchange, westward they include the present manor house and form the boundary of the churchyard in that direction. On the north they run at the back of the houses on that side of the Market Place, and on the south they extend from St. Mary’s Square, past the Grammar School, and through sundry yards, parallel with the branch of the canal, which is the old Waring river. The masonry of these walls, as now seen, is very rude. It is supposed that, originally as built by the Romans, they had an external coating of neat structure, but this has entirely disappeared, it is still, however, to be seen in the wells, which are next to be described.