A rosy dawn and a cold blue morning, with aeroplane trails in fiery streaks across the sky and a powdering of frost on trees and fence posts. The dove-grey buildings of Woodstock glowed a rich cream in the rising sun as I passed the Glove Shop in the market place. Thin-leather driving mittens in a nice cerise tan seemed to be a la mode for Oxfordshire women this winter. But I wore a pair of thermal gloves warm enough to juggle ice blocks in. It was going to be a nippy day in the landscaped dells of Blenheim Park.

The margins of the lake were skinned over with ice and the shadows thrown by the low sun blackened the great sprawl of Blenheim Palace on its rise of ground. The building looked hunched and formidable from this perspective, an image mirrored by the distant statue of John Churchill, 1st Duke of Marlborough, silhouetted on its column against the blue sky.

Power, might and force were the impressions radiating from palace and monument — just as Queen Anne had intended them to be in 1705, when she got Parliament to grant Churchill a staggering £240,000 towards the construction of his house.

Queen, Parliament and nation were all indebted to the Duke for the energetic leadership and tactical nous he had displayed in thrashing the army of King Louis XIV of France at the Battle of Blenheim in August, 1704. The defeat had stymied Louis’s expansionist ambitions, and Europe now rang with the name and fame of the little island off the French coast, its all-conquering general — and its queen.

Surfing along on the crest of such a euphoric wave, neither Queen Anne nor the Churchills I thought to cross the t’s and dot the i’s over who would be paying for what. By the time the house was finished, and its landscaped park laid out, everyone had quarrelled with everyone else.

The Duke and his wife, Sarah, fell out with Qucen Anne and were dismissed from court, Sarah and her architect John Vanbrugh became sworn enemies, and dozens of unpaid artists and craftsmen cursed the name of Churchill.

Blenheim Palace and Park may have broken the hearts of their creators, but they never fail to delight the joggers, strollers and dog-walkers who take the air there today. It was beautiful in the frost-rimed miniature valleys, walking slowly north among tremendous old beeches and along the double avenue of young lime trees that lead away from Blenheim to the northern boundaries of the estate.

There I turned west along a rutted old highway through stony ploughlands. The Romans built Akeman Street as straight as an arrow through the English wildwood, and I could still make out the agger or raised roadbed of the thoroughfare they paved with stone slabs and travelled on with such energy and confidence.

I struck out south from Akeman Street across fields just beginning to green over with spring wheat. Under a canopy of lark song I came into Combe just as a bevy of riding girls in blue velvet coats and white breeches was leaving the village. Their horses stamped and clattered, snorting jets of steam into the frosty air. Against a backdrop of church and village green, and of the Cotswold limestone cottages of Combe under their stone-tiled and thatched roofs, it all looked the absolute picture of Merrie England.

The darker side of England of the old days came vividly to life inside St Lawrence’s Church, where a no-holds-barred wall painting showed 15th-century sinners exactly what they could expect - to be pitchforked into the jaws of Hell by red-skinned, guffawing devils. But there were gentler depictions, too, in the church’s medieval stained-glass; feathered angels with huge hands and feet, their faces full of wonder.

In the fields beyond the village, flocks of redwings and fieldfares picked over the soil side by side. I watched a cock pheasant preening himself in a blackberry clump, his scarlet cheeks blazing against the pale dry stems of the brambles. Then I plunged back into Blenheim Park among storm-shattered oaks many hundreds of years old, nodding good afternoon to more riders as they came cantering past in a fog of warm horse breath.

Half a century after the dust had settled on the Churchills and their battles, military and domestic, Capability Brown set his remarkable stamp on the landscaping of Blenheim Park. It was one of Brown’s subtly curvaceous, cunningly planted valleys that brought me back to the lake by John Vanbrugh’s beautiful, classical Great Bridge. And here I found Fair Rosamund’s Well, its water tumbling musically into a half- frozen basin.

Long before the architects and landscapers of the 18th century got their hands on these Oxfordshire acres, Woodstock Park had been a royal hunting ground. Fair Rosamund Clifford was installed here some time around 1165 as the mistress of King Henry II. “A sweeter creature in this world could prince never embrace.” Legend says the besotted king made a labyrinthine lodge to keep her in, “a house of wonderfull working, wrought like a knot in a garden, called a maze”.

There they dallied, undetected. But at last Queen Eleanor discovered Fair Rosamund’s bower — some said by following a silken thread that had caught on Henry’s shoe and been drawn behind him as he left his lover’s bedchamber. The furious queen confronted her rival:

“Cast off from thee those robes,” she said,

“That rich and costly bee,

And drinke thee up this deadlye draught

Which I have brought to thee.”

Did Queen Eleanor really poison Rosamund Clifford? More likely Henry simply got bored with his mistress. But the old story and its poignant allegory stayed running through my head long after the end of the walk.