A weekend in... Banbury, Oxfordshire

 Ye Olde Reine Deer Inn, Banbury
 Ye Olde Reine Deer Inn, Banbury
ALAMY

This is madness. We’ve come to Banbury in Oxfordshire without really knowing why, except that when we talk about it over coffee we decide it’s probably because of something that never actually happened and nobody understands anyway.

“Ride a cock horse to Banbury Cross . . . ” Who doesn’t remember that unfathomable nursery rhyme with its grippingly mystic obscurity? We’re certainly not alone in our fascination because, popping in to admire the beautiful grade I listed St Mary’s Church on a road called Horse Fair, we meet locals who tell us that whole coachloads fetch up here, drawn by a need to explore the rhyme’s origins and perhaps their own childhood. So we do the same. First stop: the local museum.

Banbury was probably