Do we know if Henry VIII's children, such as the Henry, duke of Cornwall born in 1513, or the stillborn/short-lived children he had with Catherine of Aragon and Anne Boleyn who weren't named, were baptised? If so, do we have any descriptions of the proceedings?
As far as we know, the only child of Henry's that was christened before dying at a premature age was his son Henry, Duke of Cornwall. Henry was born on New Year's Day and died nearly two months later on February 28th, 1511. He received a full state christening, as well as a full state funeral when he was buried in Westminster Abbey.
As to the other lost children of Henry and his doomed queens, they do not appear to have received a baptism, as most of them died shortly after birth or were born dead. However, according to several contemporary sources of the time, this wasn't necessarily the "end". While the dogma of the church instructed parents that an unbaptized child would pass into purgatory, it was apparently understood that if a child was born of "true believers" then that child could make it to heaven as long as it was buried among other true believers (thus the burial of Henry's lost children in various churches). It also helped if you had money to beg for an intercession on the child's behalf.
One contemporary put it like this:
"that if any infant die without public baptism first to it ministered, that the same is not to be condemned or adjudged as a damned soul, but to be well hoped of, and the body to be interred in the churchyard, yet without ringing our any divine service or solemnity, because the same was not solemnly professed and received into the church and congregation."
While that statement was written by a clergyman for the Stewart times, there is no reason to think that it did not also apply to the death of children under Henry VIII.
I recommend looking for the book "Birth, Marriage, and Death: Ritual, Religion and the Life-Cycle in Tudor and Stewart England" by David Cressy.
It is usual for Catholic new borns whose lives seem at risk to be baptised then and there. Any Christian can baptise according to Catholic teaching.
Isnt it also true that midwives were granted the authority to christen infants who were about to die soon after birth? I have read that in several places. Surely then if that is the case either a midwife would of baptised them or a priest would of been brought from close by.
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