[3] She danced as Tethys in Samuel Daniel's masque The Vision of the Twelve Goddesses on 8 January 1604 at Hampton Court dressed in a dark green mantle embroidered with waves, with a headdress of reeds, carrying a trident.

[5] She also danced in Hymenaei on 5 January 1606 as one of the eight faculties of Juno, who descended from the roof of the old banqueting house in two mechanical clouds, a masque written by Ben Jonson for the marriage of Robert Devereux, 3rd Earl of Essex and her sister Lady Frances Howard.

[10] In February 1622 she pleaded that Earl and Countess of Somerset should be allowed to go to her house at New Elm Park (Ewelme in Oxfordshire).

[12] In December 1618 it was noted that "my Lady of Wallingford" was one of the first to sing a verse libel against her sister Countess of Salisbury, and another "cross-libel" was current, criticising her faction.

They sent a comic letter to Carleton, in the spirit of a masque, explaining their arrival deposited on the shore by Neptune, in hope of an introduction to the King and Queen of Bohemia.

Her sons were supposed to have been the children of Edward Vaux, not William Knollys, so in subsequent years the right of Nicholas and his heirs to the title Earl of Banbury was disputed;[17]