The historic town of Baldock was founded by the Knights Templar in the 12th century and is situated on an ancient Roman road, the Icknield Way, in a valley between two hills. It has  retained its old-world charm with most of the town centre buildings being built before the mid-19th century. The parish church of St Mary has an impressive 14th century tower and 'spike' steeple. Baldock's main supermarket, Tesco, is actually situated in a building that was originally a purpose-built film studio. By 1963 the building had been transformed into the Kaysor Bondor Ballroom and on 21 December 1963, the Rolling Stones played there!