Oh! I've been there once! I went to the passport office and/or been through there on the train.
Either that, or if you're old enough to remember Ernie Wise (of Morecombe & Wise) he used to live in the city and mentioned it often on their TV show. A close friend of mine used to live next door to him back then.
But there again, Jimmy Saville also lived in the city during the 1990s so it's not always great having TV stars nearby!
Finally, Mary, Queen of Scots, was buried in the city after her execution. But 25 years later her bodied was removed and reburied in Westminster Abbey.