It was the main market town for the East Riding of Yorkshire and is said to be the last place in England where King Stephen kept his wolfhounds. It has a number of important buildings including Low Hall. The original hall, which dates from the 11th century, and Hunmanby Hall, a Queen Anne era building erected to replace the original hall on a more elevated site. The lodge and gateway to the hall were built using stones taken from Filey Brigg.