Westminster Abbey is the monarchy's personal church and has been the coronation site of England's kings and queens since William the Conqueror took the throne on Christmas Day, 1066. Best Christmas gift ever.
When Edward the Confessor successfully drove the Danes from England in the eleventh century, he rebuilt a Saxon church in the Romanesque style to show his gratitude to God and the Pope. King Henry III took the throne hundreds of years later, and he in turn rebuilt the church in a Gothic style as a tribute to Edward the Confessor. To pay for the project, Henry had to divert funds from the kingdom, which people at the time didn't appreciate very much. The result was Westminster Abbey as we know it. The church as remained largely unchanged since the thirteenth century.
Despite its name, Westminster Abbey is technically neither an abbey nor a cathedral but a Royal Peculiar, meaning it is under the jurisdiction of the monarchy and not the Church of England.
We've had quite a few Royal Peculiars in this country over the years...