Summary

James Conway Walter A History of Horncastle from the Earliest Period to the Present Time… (1908)

It is, however, by no means a mere exercise of the imagination, if we assume that the site of the present Horncastle was at a distant period a British settlement. [1] Dr. Brewer says, "nearly three-fourths of our Roman towns were built on British sites," (Introduction to Beauties of England, p. 7) , and in the case of Horncastle, although there is nothing British in the name of the town itself, yet that people have undoubtedly here left their traces behind them.
Source: Wikisource

James Conway Walter A History of Horncastle from the Earliest Period to the Present Time… (1908)

So long as Horncastle is watered by the Bain and the Waring she will bear the brand of the British sway, once paramount in her valley.
These river names, however, are not the only relics of the Britons found in Horncastle. Two British urns were unearthed about 50 years ago, where is now the garden of the present vicarage, and another was found in the parish of Thornton, about a mile from the town, when the railway was being made in 1856.
Source: Wikisource

James Conway Walter A History of Horncastle from the Earliest Period to the Present Time… (1908)

In the Berlin Ethnological Museum, also, vessels of clay are preserved, which are supposed to have been used for a like purpose. This discovery, then, at Horncastle is very interesting as adding to our Roman remains, and we may picture to ourselves the Roman sentinel taking his beat on the old castle walls and solacing himself, after the manner of his countrymen, with his pipe.
Source: Wikisource

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