All Saints' Church, just across the road from The George Hotel, is the wet weather venue for Shakespeare at The George.

The Church and Parish of All Saints', Huntingdon, grew up around the ancient town market. Two previous buildings were replaced by a larger Early English church. This, in turn, was completely rebuilt during the 15th century following the Black Death of 1348 when the population was decimated and the number of churches in the town was reduced to four.

In October 1612 the body of the Queen of Scots rested in the Church on its way from Peterborough Cathedral to Westminster Abbey.

In 1645, when the Royalists occupied the town and King Charles took up residence briefly at The George Hotel, All Saints' 13th century tower was knocked down as it was believed to be a Roundhead lookout post. The nearby St John's Church was so badly damaged that it had to be demolished and it was united with All Saints' Church in 1648. The baptismal records, including those of the Cromwell family, were transferred at that time.

Originally the congregation would have stood in the Church, facing east for religious services and west for secular meetings. Stone seats along the south wall were for those who were unable to stand for any length of time giving rise to the saying, 'the weakest go to the wall.'

The wedding of Peter Pascoe and Ellie, from the TV series Dalziel and Pasco, was filmed at All Saints'.