In this Episode, the team arrive in west Wales at the birthplace of King Henry VII, Pembroke Castle. There is a royal line-up of relics brought in by visitors, which include a stick pin gifted to George V's page of the back stairs in Buckingham Palace. There are also mementoes from Queen Victoria's champion butter maker from Balmoral, which show the skills of a dairy maid. But most extraordinary is a collection of photographs that tell the poignant story of the last days of the Russian royal family, the Romanovs, while in captivity in 1917.