Baldock sits in a natural basin at the source of the River Ivel on chalk uplands crossed by the ancient Icknield Way. Claimed to be the oldest road in Britain, the Icknield Way runs from Stonehenge to East Anglia along the chalk escarpment that includes the Berkshire Downs and the Chilterns, here passing more or less along the course of the old A505; it was an important artery in ancient times. Indeed, it could very well have been the combination of water supply, cultivable land and passing trade from the Icknield Way that originally drew people to settle at the place we now call Baldock.

There was an important settlement here even before the Romans arrived in the middle of the first century AD. It was part of the lands of the Catuvallauni tribe which stretched from the north of London towards the Wash and seems to have had the status of burial ground for tribal leaders. The settlement continued to be occupied when Britain was invaded by the Romans who improved the Icknield Way and built roads to the town from St Albans and Colchester and linked it at Sandy to the major north-south road Ermine Street (which ran through Royston).

Remains of Roman roads have been unearthed at a number of sites in Baldock suggesting that the Roman town centre was near Hartsfield School on Clothall Road. The town included a temple and there were large cemeteries located towards the Clothall Common area. Baldock's status declined, like that of many towns, following the withdrawal of the Roman army from Britain at the beginning of the fifth century as, for whatever reason, the population preferred to live in farmsteads and hamlets. Villages appeared at places such as Clothall, Ashwell, Letchworth, Willian and Weston. In fact, by the time of the Domesday Book in 1086, the area where Baldock stands is simply a part of the manor of Weston. Weston was part of a huge gift of lands by William the Conqueror to his cousin, William de Ow. The town's fortunes changed in the 12th century shortly before the 2nd Crusade. The then lord of the manor, Gilbert de Clare, gave the site in about 1142 to the medieval military monastic order of the Knights Templar, who were seeking ways of financing their role as guardians of the pilgrimage to the Holy Land. They built a town first recorded as "Baudac", later Baldac" (which led to modern day Baldock) - this was the medieval French name for Baghdad which was then the centre of the Muslim world; perhaps they wished the same prosperity for their town or named it in recognition of what would have been their greatest conquest.

Markets were the chief means of distributing goods and bringing buyers and sellers together in medieval society; the rights to hold them were a source of great wealth and jealously guarded, so when at the end of the century the king granted the knights the right to hold a weekly market and an annual fair, "Baldac" would have grown quickly. The knights centred their new town on the junction of modern-day Whitehorse Street and High Street. The existing narrow streets of Sun Street and Bell Row are probably the result of later "infilling", and therefore both Whitehorse Street and High Street would originally have been of considerable width where they met, allowing ample space for the market.

Like many market towns, Baldock was being called a "borough" soon after its foundation, although the definition of this term varied
widely. There is no evidence, at least initially, that it had many of the traditional trappings of the borough such as its own courts, or "burgesses", that is citizens with a degree of self-governance. Nevertheless, traders and craftsmen were drawn to settle in the town and lived in houses fronting the main streets with long plots behind running out to the back lanes in the manner of "burgages".

The church of St Mary is an impressive flintbuilt structure with a spike on top of its tower typical of Hertfordshire churches. It dates mainly from the late 13th and 14th centuries and is evidence of the substantial revenues emanating from the town.

The Knights Templar were disbanded at the beginning of the 14th century by order of the Pope, supposedly following a dispute with
the king of France, and many of their holdings, including Baldock, were eventually passed to their rivals, the Knights Hospitaller, who controlled it until their order was wound up in the Reformation.

The town's market would have been a place to buy and sell the grain emanating from farms in North Hertfordshire. There is the existence of a corn market on Friday recorded as late at the 19th century. There is an old legend about a kind thief called Jack o' Legs who stole flour from Baldock to feed his starving neighbours in the village of Weston.

The town acquired more fairs as the years passed. The diarist Samuel Pepys visited a fair in the town in 1661 and wrote: "We put in and eat a mouthfull of pork which they made us pay 14d for, which vexed us much." Not all life was in the town centre. The open
countryside to the east became known for its hunting and coursing and the talbot, a hunting dog, gave its name to an inn in the town located in the building now called Raban Court on Royston Road. (The dog is part of the arms of the Burgoyne family, 16th century Lords of Clothall Manor.)

The Elizabethan period saw the rise of a merchant class and a requirement for more extensive travel. The period of coach travel
stretching from the 16th century until the 19th brought the hospitality trade to towns and villages along the coaching routes and marked the beginning of Baldock's role as a major centre of innkeeping.

Inevitably, much beer was required to be brewed for the travelling public. North East Hertfordshire was a centre for growing barley
which was made into malt for the beer and maltings sprung up in towns such as Baldock, not only to supply local breweries, but also for sending further afield, especially to London.

The town grew rich on the industry, and it is to this we can attribute many of the impressive Georgian frontages in the town. An example of a maltings building of which there were once many in the town is Pryor Court at the junction of Clothall Road and Whitehorse Street.

Baldock was still reported at the beginning of the 20th century to be a town dominated by brewing and malting, although the popularity of Hertfordshire's "brown malt" was by then waning.

The main road north from London was for centuries via Ermine Street, through Buntingford and Royston. Indeed, in 1663, in a bid to improve the standard of roads, Parliament authorised the first turnpike road (i.e. one that took tolls) in the country to run from Ware through Buntingford to Royston and on to Huntingdon. A turnpike from Stevenage to Biggleswade through Baldock was not opened until 1720. Nevertheless, the route through Stevenage and Baldock gradually proved better able to cope with the increasing traffic and became known as the Great North Road, contributing to Baldock's growth at the expense of towns such as Buntingford.

The railway reached Baldock in 1850, going some way to reverse the effect that canals and rivers had had in taking trade away from the Great North Road. Baldock is described as a "fine old market town" and "neat and thriving" in Young Crawley's Guide to Hertfordshire, 1880. Although Hertfordshire malt was declining in popularity, there were still at least three brewers in the town by the end of the 19th century. And with a population just over 2000, the town still had some 30 inns and taverns in 1880. Up to this period the Old White Horse on Whitehorse Street was a meeting place for leading lights of the Victorian artistic and literary
scene such as the painter John Everett Millais and the caricaturist John Leech.

At the beginning of the 20th century, Baldock's pubs received a fillip from the Quaker ban on taverns in the newly founded and rapidly growing Letchworth Garden City.

As the 20th century progressed, brewing vanished from the town and the largest employer became the Kayser Bondor hosiery factory (now reincarnated as Tesco's). Kayser Bondor was Europe's largest hosiery manufacturer at the time.

In the age of the motor car, the Great North Road (as the A1) came back into its own. The gathering congestion was fortunately by-passed in the 1960s but the town still suffered from lying at the main junction for the Fens and had to wait until 2006 for the A505 bypass.

Baldock had its own Urban District Council until reorganisation of local government in 1974 created North Herts District. In many towns, the urban district might have been reincarnated as a town council but there was no appetite for a new council to represent Baldock. Still, many saw the importance of a local voice, especially in planning decisions, and so the Baldock Society was formed with part of its role to scrutinise planning applications to North Herts District Council