His appointment was somewhat unorthodox as Vanbrugh was best known for being a playwright, responsible for late Restoration comedies such as The Relapse and The Provoked Wife. Nonetheless, working in tandem with the respected Nicholas Hawksmoor, he came up with a flamboyant and unusual design – “English baroque” – which both he and Marlborough believed would be highly distinctive and a fitting testament to the duke’s military triumphs.

Unfortunately, trouble soon followed. Vanbrugh’s style of building was innovative, but also out of kilter with popular tastes, to say nothing of hugely expensive. Due to an ambiguity over who was responsible for paying for the building, money came and went for the project, eventually resulting in Vanbrugh’s complete dismissal in 1714, the temporary exile of Marlborough and his wife, and Hawksmoor finishing the project upon their return to royal favour. Nonetheless, it would not be completed until at least 1732, and the generous impulse with which it had been started had definitely soured.

Today, Blenheim is regarded as one of the highlights of English architecture, but Vanbrugh’s plan for it was extremely unusual and trendsetting. As an untrained architect, he was not constrained by propriety and the conventional expectations of the day in a way someone such as Wren would have been, and so came up with the idea of constructing something that was less a house, more a gigantic edifice designed for the celebration of wealth, power and status.

To this end, it was specifically intended to be more impressive viewed from afar than up close, and to feel like a grand palace; grander even, many whispered, than any royal residence. This led to a feeling of regal resentment, but nonetheless the Marlborough family continued to reside in the property.

The next great innovation occurred in 1764, when Capability Brown was hired to redesign the gardens.

His most notable achievement was the construction of the Great Lake, something that was achieved through a hugely complex process of damming and cascading the river nearby. A less “capable” designer might well have flooded the palace, but Brown’s much-vaunted skill saw the construction through. Today, the beautiful park remains much as Brown intended it and is a testament to his great landscape genius.

However, despite (or perhaps because of) the effort and expenditure, the fortunes of both the Marlboroughs and Blenheim, by now inextricably linked, declined throughout the 18th and 19th centuries. By the time that Winston Churchill was born Winston Leonard Spencer-Churchill on 30 November 1874, the family faced near-ruin and had to sell masterpieces by Rubens and Van Dyck to stay afloat financially.