Since the reign of Edward III. the family of Knollys has been distinguished in the annals of the kingdom.  In those days Sir Robert Knollys, one of the companions of the Black Prince, not only proved himself a gallant soldier, but fought to such good purpose that he enriched himself with spoils, and was elevated to the distinction of the Blue Ribbon of the Garter.  His heirs continued to enjoy the royal favour throughout successive reigns; and Sir Francis Knollys, one of his descendants, who likewise was a garter-knight in the earlier part of the sixteenth century, espoused Catherine Cary, a grand-daughter of the Earl of Wiltshire, and a grand-niece of Queen Anne Boleyn.  Two sons were born of this marriage, and were named Henry and William respectively.  Henry died before his father, and William, who was born in 1547, succeeded to the family honours in 1596.  He had worn them for seven years, when King James created him Baron Knollys of Grays, in Oxfordshire, in 1603.  Sixteen years afterwards, King James further showed his royal favour towards him by creating him Baron Wallingford, and King Charles made him Earl of Banbury in 1626.  He was married twice during his long life—­first to Dorothy, widow of Lord Chandos, and daughter of Lord Bray, but by her he had no children; and secondly, and in the same year that his first wife died, to Lady Elizabeth Howard, the eldest daughter of the Earl of Suffolk.  The couple were not well-assorted, the earl verging on three-score years, while the lady had not seen her twentieth summer on the day of her nuptials.  Still their married life was happy, and her youth gladdened the old man’s heart, as is proved by his settlement upon her, in 1629, of Caversham, in Berkshire, and by his constituting her his sole executrix.  In the settlement, moreover, he makes mention of “the love and affection which he beareth unto the said Lady Elizabeth his wife, having always been a good and loving wife;” and in the will he calls her his “dearly-beloved wife Elizabeth, Countess of Banbury.”  Lord Banbury died on the 25th of May 1632, having at least reached the age of eighty-five.

No inquiry was made immediately after his death as to the lands of which he died seised; but about eleven months afterwards, a commission was issued to the feodor and deputy-escheator of Oxfordshire, pursuant to which an inquisition was taken on the 11th of April 1633, at Burford, when the jury found that Elizabeth, his wife, survived him; that the earl had died without heirs-male of his body, and that his heirs were certain persons who were specified.  Notwithstanding this decision there appears to have been little doubt that about the 10th of April 1627, the countess had been delivered of a son, who was baptized as Edward, and that on the 3d of January 1631, she had given birth to another son, who received the name of Nicholas.  Both of these children were living when the inquisition was made.  The first was born when the Earl of Banbury was in his eightieth year, and his wife between