"Fair Rosamund's Well" in the park at Blenheim Palace, is named for a mistress of Henry II. The well is certainly in one of the classiest locations I've visited, being just down from the Grand Bridge across the lake from the house. You don't need to pay for entrance to the house - "House and Gardens" means the formal gardens, and whilst the house is certainly worth a visit, just paying for the grounds is much cheaper.
The simplest way to find the well is to enter by the pedestrian entrance in the centre of Woodstock. This is hidden at the end of the street, past The Bear, whose lunches are excellent, if expensive, and Saint Mary Magdalene's church, which is also worth a visit. From the entrance, walk along the metalled path round the lake until you reach the Great Bridge. If the weather is wet, you'll be able to identify another spring in the bank on your right near the little house. Water from this seems to travel under the path and well up to flood the grass on the left.
Once you reach the bridge, face it and look to your right. Pick your way down the bank. Walk about a hundred yards along the edge of the lake and you'll find it easily. If you know what to look for, you can just see the well from the house; certainly there's a beautiful view of the house and bridge from the area of the well.
The well is a spring that issues into a large shallow cistern with formal flagstones around the edge, reminiscent of Cerne although significantly larger. Whilst the flags may be part of Capability Brown's designs, an earlier sketch implies an enclosure and that the well may have been used for curative purposes in the past - certainly the water has. The well is fenced and the gate is kept locked, but with a little ingenuity it's possible to photograph it without the fence intruding. The overflow is via an underground pipe into the lake.
"Fair Rosamund" was Rosamund de Cllifford, born about 1140, died 1175 or 1176. She was probably the daughter of Walter de Clifford of the family of Fitz-Ponce and may well have been born near Hay-on-Wye. There are accounts from 1165/6 for building work for enclosing the spring. At the time it was known as Everswell, quite possibly because the local legend says that (unusually for the area) the spring runs freely even in dry weather, enhancing its reputation for curative waters. The name "Rosamund's Well" is not mentioned until the sixteenth century, although the structures around the spring were known as "Rosamund's Chamber" as early as the thirteenth.

This sketch (Bodleian Library ms Wood 276b f43v) by John Aubrey denotes the area as “Rosamund's Bower”. It dates from before the landscaping and his annotations indicate the ruins of a “noble” gatehouse or tower at the top right, with a path leading to the “Three Baths in Trayne” (originally he marked them as ponds but later changed his mind) in the centre. To the right is another pond in the court, and to the left a number of ruined walls. Marked along the wall leading to the left of the spring are two small niches and a seat. The whole area of the sketch is shown as being about 100 by 140 paces.
I'm not expert landscape archæologist, but from the position of the wall behind the existing bath or cistern (visible both in my picture and this old postcard), I'd say this was the enclosed one at the top of the sketch, the other two and the remaining pond having been obliterated by the later landscaping. The well has obviously been a tourist attraction for some time, as the postcard shows. One would be tempted to suggest that the connection with Rosamund was dreamed up for early tourists, but clearly the enclosure around the spring has been connected with her for much longer. She would certainly have had a fine view across the grounds from the seat. Locals have told me that a few years ago one could buy "Fair Rosamund Water" in bottles. Perhaps you still can, although with a little enterprise and a jar on a string, you could just raise some from the outflow.