Prince Henry's Welcome at Winchester was a masque produced by Anne of Denmark and performed in 1603 at Winchester on a day between 11 and 17 October. Henry Frederick, Prince of Wales (1594–1612) was the son of James VI and I and Anne of Denmark. After the death of Queen Elizabeth in 1603, James became king in England, an event known as the Union of the Crowns. Prince Henry and his sister, Princess Elizabeth came to stay in England, first at Oatlands, then at Nonsuch. Prince Henry and Princess Elizabeth were moved from Nonsuch to Winchester, thought to be a more healthful place when plague came to London in June 1603.