St. Alban's Abbey, England

The site of St. Albans, England, has one of those ancient complicated histories you run into in the Old World. It began as an Iron Age settlement called Verlamion around the end of the first century BC. Around AD 50, the Romans took the site over and renamed it Verulamium; actually the history is so deep describing it wouldn't fit in the space allotted for this definition. Suffice it to say that as an example, the abbey at St. Albans (begun in 1077) illustrated in this wonderful photograph is a medieval cathedral, that was built on the top of late Roman martyr's shrine that was later used as an Anglo Saxon church.

Sources

St. Albans church has a webpage with some more details on the history of its construction.