In Norfolk, Selina Scott tours Holkham Hall, a Palladian masterpiece commissioned by Thomas Coke, First Earl of Leicester. It took over 30 years to build. Coke spent six years touring Europe and loved Italy best; when he returned to Norfolk in 1718 he brought with him works of art, statues, books and manuscripts that now form a unique collection. Coke had nowhere to put his treasures, so he employed the architect Matthew Brettingham to build a house worthy of them. The house is still owned by his descendants.