Three miles further the road brings us to the small but flourishing town of Royston, which, though now wholly in Hertfordshire, was till a few years ago partly in Cambridgeshire, with which it has a far closer physical connection than with its new county. The place has an interesting history. Like Newmarket, at the other end of Cambridgeshire, it is not, as are the villages around, one of the original English settlements dating from the fifth or sixth centuries, but a burgh of mediaeval growth, owing its existence (again like Newmarket) to its position on the line of the Icknield Way, here crossed by another presumably British and certainly Roman road, the Ermine Street, which joined, as it still joins, the two great nerve-centres of Roman Britain, York and London. It is still known as the Old North Road. Such a junction was necessarily an important spot, and the wonder is that there was not always a town here. It was left however still occupied when, in the eleventh century, the Lady Roesia, wife of Eudo Dapifer, the Norman chieftain to whom the land hereabouts was assigned by William the Conqueror, set up here, at the meeting of the ways, one of those stone wayside crosses by which mediaeval piety so often marked such junctions. A century later the new-born devotion to St. Thomas of Canterbury led the then lord of the manor, Eustace de Mark, to found and dedicate to him a Priory, called, from the neighbouring cross, "_De Cruce Rosae_." This, as so often happened, became the nucleus of a little town, which got to be called Roesia's Town, or Royston. [Illustration: _Melbourn._] At the same period Royston was the scene of yet another ecclesiastical development, by the establishment of a famous hermitage in its still celebrated cave. This cave is a curious bottle-shaped excavation in the chalk below the Icknield Way, of prehistoric origin, having been apparently one of those "dene holes" from which the ancient inhabitants of Britain used to procure chalk for marling their fields. It is not so long since this method was discontinued, and numbers of these holes are still to be found in Kent and elsewhere. They were always made on the same plan. A shaft was sunk to the desired depth, and the chalk excavated all round the bottom as far as safety permitted. The hole was then abandoned, and usually filled in. This one at Royston, however, remained open, and in the twelfth century was taken as his abode by a hermit, who employed himself in carving devotional figures and emblems all round the walls.