Henry VIII. lived in this palace, which he almost entirely rebuilt. Prince Henry, after his marriage with Catherine of Aragon, was conducted in great state up the river, from Baynard's Castle to Westminster, the Mayor and Commonalty of the City following in their barges. In the time of Edward VI. the Earl of Pembroke, whose wife was sister to Queen Catharine Parr, held great state in this house. Here he proclaimed Queen Mary. When Mary's first Parliament was held, he proceeded to Baynard's Castle, followed by "2000 horsemen in velvet coats with their laces of gold and gold chains, besides sixty gentlemen in blue coats with his badge of the green dragon." This powerful noble lived to entertain Queen Elizabeth at Baynard's Castle with a banquet, followed by fireworks. The last appearance of the place in history is when Charles II. took supper there just before the Fire swept over it and destroyed it. [Illustration: VIEW OF THE SAVOY FROM THE THAMES] Another house by the river was that called Cold Harborough, or Cold Inn. This house stood to the west of the old Swan Stairs. It was built by a rich City merchant, Sir John Poultney, four times Mayor of London. At the end of the fourteenth century it belonged, however, to John Holland, Duke of Exeter, son of Thomas Holland, Duke of Kent, and Joan Plantagenet, the "Fair Maid of Kent." He was half-brother to King Richard II., whom here he entertained. Richard III. gave it to the Heralds for their college. They were turned out, however, by Henry VII., who gave the house to his mother, Margaret, Countess of Richmond. His son gave it to the Earl of Shrewsbury, by whose son it was taken down, one knows not why, and mean tenements erected in its place for the river-side working-men. [Illustration: VIEW OF THE SOUTH FRONT OF BAYNARD'S CASTLE, ABOUT 1640]