His illegitimate progeny was numerous, numbering fifteen, besides those who died in infancy. These were the Duke of Monmouth and a daughter married to William Sarsfield, children of Lucy Walters; the Dukes of Southampton, Grafton, and Northumberland, the Countesses of Litchfield and of Sussex, and a daughter Barbara, who became a nun, children of the Duchess of Cleveland; the Duke of Richmond, son of the Duchess of Portsmouth; the Duke of St. Albans, and a son James, children of Nell Gwynn; Lady Derwentwater, daughter of Moll Davis; the Countess of Yarmouth, daughter of Lady Shannon; and the Earl of Plymouth, son of Catherine Peg.
For seven days the remains of the late king lay in state; on the eighth they were placed in Westminster Abbey. The ceremony was of necessity conducted in a semi-private manner for by reason of his majesty dying in the Catholic religion, his brother considered it desirable the ceremonies prescribed for the occasion by the English church should be dispensed with. Therefore, in order to avoid disputes or scandal, the king was laid in the tomb without ostentation. At night his remains were carried from the painted chamber in Westminster sanctuary to the abbey. The procession, headed by the servants of the nobility, of James II., and his queen, of the dowager queen, and of the late king, was followed by the barons, bishops, and, peers according to their rank; the officers of the household, and the Archbishop of Canterbury. Then came all that was mortal of his late majesty, borne under a canopy of velvet, supported by six gentlemen of the privy chamber, the pall being held by six earls. Prince George of Denmark—subsequently husband of Queen Anne—acted as chief mourner, attended by the Dukes of Somerset and Beaufort, and sixteen earls. One of the kings of Arms carried the crown and cushion, the train being closed by the king's band of gentlemen pensioners, and the yeomen of the guard.
At the abbey entrance the dean and prebendaries, attended by torch bearers, and followed by a surpliced choir, met the remains, and joined the procession, the slow pacing figures of which seemed spectral in this hour and place; then the sad cortege passed solemnly through the grey old abbey, the choir chanting sorrowfully the while, the yellow flare of torches marking the prevailing gloom. And being come to the chapel of Henry VII., the body of the merry monarch was suffered there to rest in peace.