Fiona Bruce and the team arrive in west Wales at the birthplace of King Henry VII, Pembroke Castle. There is a royal line-up of relics brought in by visitors, which include a stick pin gifted to George V's page of the back stairs in Buckingham Palace.There are also mementoes from Queen Victoria's champion butter maker from Balmoral, which show the skills of a dairy maid.But most extraordinary is a collection of photographs that tell the poignant story of the last days of the Russian royal family, the Romanovs, while in captivity in 1917.