Alleged daughter of Mary and Philip

In 1587, a woman named Anne Burnell (nee Kirkall) was found to be claiming she was the daughter of King Philip of Spain, former King consort of England, and Queen Mary I, and believed herself to be a royal heir to the throne of England.

Eight years earlier when Anne was visiting her mother-in-law in Winkbourn in Nottinghamshire, she met a man known as the 'witch of Nuttall', otherwise called Thomas Watson. Although later on this story changes to that Watson came and stayed at their home in Westminster. This witch, or wise man, told Anne that she was "a spanish birde & that she had marks above her, which would appeare hereafter & that she did not knowe her owne father for it was a wise childe that did"..."then he toulde her that the best spaniard that euer came in England was her father & toulde her that she had markes aboute her yt should appeare greater hereafter". With the onset of England's war with Spain, Anne came to understand this reading to mean that King Philip of Spain was her father.

Anne's husband, Edward Burnell, was a wealthy Catholic from Nottingham, and was the step brother of the poet Barnaby Googe. In 1586 Edward had been imprisoned in the Kings Bench, as part of a round up of Catholics after the Babington Plot. Edward did not support his wife's claims of royal parentage. Edward stated that; "Since Witsontide her husbande upbradeinge her with the basenes of her parentage her father beinge one Kirkall a Butcher in Eastcheape in London who died xiiii yeares past & her mother long before".

The Privy Council charged James Dalton with examining Anne's claim; he was chosen as he already knew the woman, and so Anne stayed with James and his wife Mary while this went on. Anne claimed she had on her body, on her back, the marks of the Arms of England which had only appeared after her meeting with Watson. Later, Anne swore she had never said she was Queen Mary's child but continued to affirm she had the arms of England on her skin. The wife of James Dalton, Mary Dalton, also backed up this claim and stated that Anne had never claimed to be the child of Queen Mary I, only to be an illegitimate child of King Philip.
When the wise man, Thomas Watson, was found and questioned about his meeting with Anne, he admitted to meeting her yet denied the suggestion that he had told her she was of royal parentage.
It would appear that Dalton was a genuine friend to Anne and did his best to protect her; the investigation came to nothing. This result can be seen as unusual when the political climate at that time concerning the war with Spain is considered.

Edward Burnell died later on in 1587 and Anne was left a widow, she was then alone with her delusions of royalty. Dalton had hinted during the 1587 investigation that Anne's mental health was not stable, something which would only worsen after the death of her husband.

Five years later in 1592, Anne's delusion had continued and she was again investigated by the Privy Council.
Anne was examined and it was found that there was nothing on her back, as she had always claimed. The only person who seemed to still believe her was her thirteen year old maid, Alice Digges, who was simply reprimanded for her part and sent back home to her parents.
As punishment, she was whipped through the streets of London on the 19th December 1592. It may have only been the intervention of Dalton that prevented Anne from suffering this punishment in 1587.