I love this anecdote which is supposed to have happened in the annexe on Coronation Day. It is about Princess Margaret and Peter Townsend:

"The relationship became public in a rather more subtle way than is likely today. On Coronation Day, June 2 1953, the princess, waiting at Westminster Abbey for her carriage back to Buckingham Palace, was seen to flick a piece of fluff off Townsend's uniform. That possessive gesture was enough."

From her obituary in The Guardian 11th February 2002