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Arthur was the legendary King of the Britons and the central figure in many medieval romances (and the first of the Christian worthies described by Caxton). His coat of arms with the Virgin and Child in one quarter (shown here) probably allude to the statement made by the "historian" Geoffrey of Monmouth in his History of the Kings of Britain (written about 1138) that at the Battle of Mount Badon where he was supposed to have repelled the Saxon invaders, Arthur bore "the shield that was named Pridwen, wherein upon the inner side was painted the image of holy Mary, Mother of God." Other coats of arms were also attributed to Arthur including: gules, three crowns in pale or which was sometimes found quartering the arms containing the Virgin Mary.
Charlemagne or Karl der Grosse (as he is known in Germany) became King of the Franks on the death of his father Pepin III in 768. He went on to conquer parts of Italy and Germany, and also fought campaigns in Spain and Hungary. Although the classical Roman Empire had collapsed four hundred years earlier, Charlemagne revived the title of Roman Emperor and was crowned by the Pope in 800. As Roman Emperor and King of the Franks (i.e. France) his attributed arms combined the arms of the old Roman Empire (as attributed to Julius Caesar) and the arms of the Kingdom of France.
Edward the Confessor was not one of the "Christian Worthies", but he was a king of England who reigned between 1042 and 1066. Although generally regarded as a fairly ineffectual monarch, his reputation for saintliness led to his canonisation in 1161, and during much of the Middle Ages he was seen as the patron saint of England (before St. George took over that role). His attributed arms were almost certainly inspired by a design on the reverse of his coinage showing a cross between four doves. A dove also surmounted the sceptre in Edward's seal, so it seems clear that he regarded this bird, a symbol of peace and gentleness, as his special sign. He was responsible for building a church on the site of what was later to become Westminster Abbey, and his arms are found throughout the Abbey, in recognition of this fact. The Confessor's arms were later used by King Richard II of England, who impaled them with the Royal Arms.
Godfrey de Bouillon
Godfrey de Bouillon was one of the leaders of the First Crusade, and was the last of Caxton's Christian worhties. The First Crusade was preached in 1095 and was incredibly successful, achieving its objective of capturing Jerusalem from the Muslims in 1099. Godfrey de Bouillon was elected King of Jerusalem by the other Crusaders that year, but being one of the less self-interested Crusaders, declined the title feeling that it was too great an honour, instead becoming Advocatus Sancti Sepulchri. He died a year later. All these events occured about 30 years before the birth of heraldry proper, and over 100 years before the arms of the Kingdom of Jerusalem developed fully, but Godfrey was nevertheless attributed the arms of Jerusalem combined with gules, an escarbuncle or.