Answer
Saxe-Coburg and Gotha was a principality in what is now the German state of Thuringia. It was created in 1826 by the merger of the duchies of Saxe-Coburg-Saalfeld and Saxe-Gotha-Altenburg. Prince Albert, Prince Arthur's father, was born in Saxe-Coburg and Gotha in 1819. He was the son of Duke Ernest I of Saxe-Coburg and Gotha and Princess Louise of Saxe-Gotha-Altenburg. In 1840, Albert married Queen Victoria of the United Kingdom.