Originally the capital of Wessex (the actual Saxon kingdom, not Hardy’s retro conceit), this unspoiled market town is populated with medieval buildings built using the local honey-colored stone. The focal point of the winding streets is Sherborne Abbey, where King Alfred’s older brothers are buried. Also worth visiting are the ruins of Sherborne Castle, a Tudor mansion originally built by Sir Walter Raleigh, and its Capability Brown–designed gardens.

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