Once known as Banovallum, Horncastle still has remains of its Roman walls within the town library. Today Horncastle is well known for its excellent choice of antiques available with lots of shops to wander around. Horncastle also has stunning 18th and 19th century architecture or take a walk along the Horncastle Canal or the Viking Way long distance footpath.

Horncastle Farmers' Markets take place on the second Thursday of every month.