The British Regiments joined the forces of the Emperor, commanded by the Margrave of Baden, when the new line of battle was formed and the brigade, consisting of the Royal Scots and Royal Irish Dragoons, was posted on the left of the first line. Marlborough wishing to possess Donawerth as a place of arms, decided to attack a division commanded by the Count D'Arco, posted on the lofty heights of Schellenberg, on the north of the Danube commanding the passage of that river at Donawerth, and the Greys formed part of the force chosen for this service. After marching, on July 2nd, through a country intersected with rivulets and other obstacles the troops came near to Schellenberg. At 6 in the evening the attack was ordered, and the British infantry going forward with firm and resolute step assaulted the entrenchments, while the Greys and other cavalry moved forward in support. In a few moments a storm of bullets assailed the ranks of the Bavarians, and the thunder of the British fire echoed in the valley below. The post was valiantly defended, and a fierce fight had gone on for some time when the Greys were ordered to dismount, form as infantry, and assault the trenches. The regiment instantly obeyed, and led by its gallant Colonel, Lord John Hay, advanced boldly to the attack and mixed fiercely in the conflict. At this instant the enemy gave way on all sides, and the cavalry rushing forward sabred many as they fled towards the Danube; whilst the Count D'Arco, and other officers escaped by crossing the river.

The post won and the enemy's baggage, artillery, and many standards captured, the Royal Scots Dragoons remounted. The Regiment lost in the action Captain Douglas and 7 men killed, two officers, and 17 men wounded. Donawerth was occupied on the following day.

The next great event to refer to is the Battle of Blenheim, in the valley of the Danube, fought on August 13th. The following words are Sir Edward Creasy's:—"Like Hannibal, Marlborough relied principally on his cavalry for achieving his decisive successes, and it was by his cavalry that Blenheim, the greatest of his victories, was won. The battle had lasted till five in the afternoon. Marlborough had now 8,000 horsemen drawn up in two lines, and in the most perfect order for a general attack on the enemy's line along the space between Blenheim and Oberglau. The infantry was drawn up in battalions in their rear, so as to support them if repulsed and to keep in check the large masses of the French that still occupied the village of Blenheim.

"Tallard now interlaced his squadrons of cavalry with battalions of infantry, and Marlborough, by a corresponding movement, brought several regiments of infantry and some pieces of artillery to his front line at intervals between the bodies of horse. A little after 5 Marlborough commenced the decisive movement, and the allied cavalry, strengthened and supported by foot and guns, advanced slowly from the lower ground near the Nebel up the slope to where the French cavalry, 10,000 strong, awaited them. On riding over the summit of the acclivity the allies were received with so hot a fire from the French artillery and small arms that at first the cavalry recoiled, but without abandoning the high ground. The guns and the infantry, which they had brought with them, maintained the contest with spirit and effect. The French fire seemed to slacken; Marlborough instantly ordered a charge along the line. The allied cavalry galloped forward at the enemy's squadrons, and the hearts of the French horsemen failed them. Discharging their carbines at an idle distance they wheeled round and spurred from the field, leaving the nine infantry battalions of their comrades to be ridden down by the torrent of the allied cavalry."

The Greys lost several men and horses wounded but none killed.

Extracts from a journal of the 1704 campaign kept by Mr. Hare, chaplain to the Duke, and afterwards Bishop of Chichester:—

"Being thus resolved to attack the enemy, they gave orders that the Army should march before break of day, and range itself in order of battle upon the plain, between Grenhiern and Orklau. The whole army as it was now (Brigadier Baldwyn and several other parties not being yet come in) consisted of 66 Battalions and 160 Squadrons on the right wing, under Prince Eugene, there were the seven Danish and eleven Prussian Battalions, which were all the Foot his Highness had under his command; he had also 74 Squadrons composed of the Imperial and Prussian Troops, with those of Swabia, Franconia, Wurtemberg, and other Troops of the Empire.

"On the left wing against Marshal Tallard were 48 Battalions (viz.) 14 English, 14 Dutch, 7 Hessian, and 13 of Hanover, Luxembourg, Zell, and Swiss; also 86 Squadrons (viz.) 14 English, 22 Danes, and 18 Dutch, 7 Hessian, and 25 of Lunenbourg, Hanover, and Zell. This Army marched directly towards the enemies (which were then about 4 miles distant) before break of day in the following order.

"The Imperial Army filed off to the right in 4 columns (viz.) two of Infantry and two of Cavalry. The Infantry marched to the right of the Cavalry upon a rising ground, close by a wood which came down to the River Kessel before mentioned. The two lines of Cavalry marched to the left of them; the English and Dutch army filed off also in 4 such Columns, having on their right the 2 Columns of the Imperial Cavalry, and on their left the villages of Dapsheim, Schwening and the Danube. Major General Wilkies and Brigadier Rowe, with 9 Battalions that were left in Dapsheim, to maintain that post all the last night, now marched to the left of all by themselves, next the Danube. The Imperial Artillery followed the Infantry of that wing, and the English and Dutch artillery and Pontoons marched through the villages of Erlinghoffen, Dapsheim and Schweingen; and all the baggage was sent back to Rittingen near Donawert, where it was to be drawn up till further orders.

"His Grace caused the whole Army to halt, and then detached 11 Battalions out of both lines of the left wing to be joined to the 9 already detached under Major General Wilkie near the Danube. The whole twenty were to be commanded by the Lord Cutts, and under him Major General Wilkies and St. Paul, and Brigadier Ferguson, Rowe and Hulson. Major General Wood and Brigadier General Ross were ordered with 15 squadrons of Dragoons to sustain the Lord Cutts. These Battalions and squadrons being joined with the other nine, made a ninth column which marched upon the left of all, by itself, next the Danube, the Lord Cutts being ordered with this detachment to attack the village of Blenheim, which joined to that River.