Matilda of Scotland and her sister Mary. It is called "Romsey" because it was originally known as "Rum's Eg"—that is, the "area of Rum surrounded by marshes." It was founded by a granddaughter of Alfred the Great, Elflæda, in 907.
It went through some different stages, being refounded in 960 by King Edgar (943-975) as a Benedictine house under the control of the very pious (St.) Ethelflæda. The community thrived until it was sacked by Vikings in 993 and destroyed by fire. Rebuilt about 1000, it became a place to send the children of aristocrats for education (hence Matilda's time there).
A much larger building was erected in the original foundations around 1130 by Bishop Henry of Blois. That building still stands today. Between then and now, however, the Black Death wiped out all but 19 nuns of the religious community. The abbey never regained prominence, finally being suppressed (like so many others) in 1539 by Henry VIII (whose radical changes to the religious house of England was also mentioned here). The nuns were dispersed.
Even though the religious community was dissolved, however, the Abbey retained prominence in the town. Its church was being used as a parish church (St. Lawrence) by the larger community—an extra aisle had been added to the main structure so that townspeople had a place to attend services—and so Romsey did not suffer like many others: being left to fall into ruins or having its stone re-used in other building projects. Oddly, however, a few years later the townspeople purchased the building from the Crown and dismantled the extra aisle used as St. Lawrence, leaving the original Abbey church in which to worship.
In 1643, the English Civil War resulted in internal damage when soldiers tore up the seats and destroyed the organ. Many windows were damaged over the years and not replaced. The 19th century saw an attempt to restore the neglected structure, and now it has a thriving parish community.