An interesting old town, partly in Lincolnshire and partly in Northamptonshire, on the Welland, 12 m. WNW. of Peterborough; was one of the five Danish burghs, and is described in Domesday Book; a massacre of Jews occurred here in 1140, and in Plantagenet times it was a place of ecclesiastical, parliamentary, and royal importance; figures in the Wars of the Roses and the Civil War of Charles I.'s time; has three fine Early English churches, a corn exchange, two handsome schools, Browne's Hospital, founded in Richard III.'s reign, and Burghley House, a noble specimen of Renaissance architecture; the Stamford Mercury (1695) is the earliest provincial newspaper; the district is mainly agricultural.