Anne Stanhope and Catherine Grey

Anne Seymour, nee Stanhope, (1510-87) had inherited Hanworth Palace in Middlesex from her husband Edward Seymour (1500-52) after his death. Hanworth had originally belonged to King Henry VIII's last queen, Katherine Parr and after her death had passed to her last husband Thomas Seymour, and when he was executed it fell into the hands of his brother Edward.
It was at Hanworth Palace in 1553 that a romance began between Anne Seymour's eldest son Edward and Lady Catherine Grey.
Jane Seymour, the eldest daughter of Anne Seymour became close friends with Catherine Grey; a friendship which Catherine's cousin Queen Mary I encouraged. Jane Seymour constantly suffered with illnesses throughout her life. Anne Seymour was living at Hanworth with her second husband, Francis Newdigate, and her children at this time, and Catherine would frequently go and visit Jane at Hanworth.
It was during one of these visits to Jane at Hanworth in the summer of 1558 that Catherine spent time with Anne's elder brother Edward. The young couple had a surprising amount of things in common with each other; both of their father's had been executed for treason, both were reported to have been quite attractive and both were still without a sure footing in the world due to their lack of marriage proposals.
The relationship between Catherine and Edward must have been clear to see by those at Hanworth as his mother Anne began to ask him about his intentions towards Catherine. He told her that he enjoyed visiting with Catherine, and that his mother should not worry about Queen Mary giving permission for the pair to marry as the fact that the queen had sent Catherine to live at Hanworth, and therefore her feelings on the matter were clear in that she supported it. However, the fact that Queen Mary approved of the couple's relationship no longer mattered as Mary died in November 1558. Elizabeth Tudor was now queen and her bad relationship with Catherine was well-known.
The couple still continued their romance, with the gentle encouragement of Jane Seymour, and in December 1560 they finally married. The marriage took place in secret, with Edward's sister Jane as their only witness. In July 1561 the couple were discovered as Catherine would hide her pregnancy no longer, and both were sent to the Tower. It was impossible for Catherine to prove that her marriage to Edward had been legal as their witness Jane had died of tuberculosis in March 1561. 
After Catherine and Edward were imprisoned in the Tower, Anne wrote the following letter to William Cecil, Queen Elizabeth's right hand man.

22 August 1561. Anne, Duchess of Somerset, to William Cecil.

good master secretary heryng a great brute that my lady kateryne gray yt in the tower and allso that she shold say she it maryed allredy to my sonne I coulld not chouse but troble yo in my adres and sorow therof and allthough I myght upon my sonne ernest and often protestying unto me the contrary desyre yo to be an humble sutor on my behalf her talet myght not be redyted before my sonne dyd answer yet in stede therof my fyrst and theyf sute yt that the quenes maty wyll thynke and juge of me in thys matter accordyng to my desere and menyng and of my sonne have so moch forgotten her highnes rallying hym to honor and so moch ovor thatte hys bounden dutye and so serve abused + her maty beuyguytey yet never was his mother prevy or consentyng ther unto. I wyll not fyll my letter how moch I have skooled and persuadded hym to the contrary nor yet wyll desyer that yowth and feare maye help expense or lessen hys faute but only that her highnes wyll have that opynyon of me as of one that nether for chyld nor frend shall wyllyngly neglect the dutye of a faythfull subject and to conserve my credyte in her maty good master secretary stand now my frynd that the wylfulnes of myne unruly chylde do not mynysg her maty favor towardes me and thus so parplexyd in this dyscomfortable rumor I end not knowyng how to procede nor what to do therin and therfor good master secretary let me understand somme comfort of my gryef from the quenes maty and some consell from yor selfe and so do love yo to god
your asuryd frynd to my powre,
Anne Somerset

Edward was only released from the Tower after Catherine had died; in 1568 he was sent, with his eldest son, to live with his mother Anne. Anne Seymour supported John Hales' 'Discourse on the succession', which was written in favour of Catherine Grey's claim to be Queen Elizabeth's heir. Although this was not successful, the support that she gave to it demonstrates at least a level of support and affection for her daughter-in-law. Although, another reason for her support may have been that she thought it would advance the suit of her grandsons and their claim to the throne of England.