The Royal Peculiar at Windsor Castle

"Royal Peculiars" are churches under the direct jurisdiction of the monarch rather than a bishop. They are a reminder of England before it broke with the Church of Rome. Although much of Windsor Castle is later additions, the chapel in which Prince Harry and Meghan Markle were married is a rare survivor from the pre-Reformation era.
Westminster Abbey is strictly speaking not an abbey or a cathedral but a Royal Peculiar. It was certainly much more colorful in the the pre-Reformation time of Henry IV.
Unlike the Chapel Royal at St James's Palace, the Queen's Chapel was built after the Reformation. It was the only Catholic church to be built in the 17th century. This view shows the interior a few decades later when Christopher Wren had reworked it in a more Protestant style.
The Chapel of St. Peter ad Vincula still houses the remains of two of the great Catholic resistors to Henry VIII: St. Thomas More and St. John Fisher.
The Royal Peculiar of St. Edward King and Martyr is located in Cambridge. The pulpit has the distinction of being the place where England's Reformation kicked off.
Hampton Court chapel was where Henry VIII attended Mass every day until he broke with Rome. The Catholic memory is kept alive in the stained glass, which shows Cardinal Wolsey dressed as Henry most disliked.
Despite many later modifications, there is no hiding the pre-Reformation style of the Temple Church. Now a Royal Peculiar, it was originally the Knights Templar headquarters in England.