Catherine of Aragon was born, despite her title, in Castile; today we would describe her as Spanish.
Four of Henry's wives were English. Anne Boleyn was probably born at Bickling Castle in Norfolk, but grew up at Hever Castle in Kent; Jane Seymour was probably born at Wulfhall (or Wolfhall, or Wolf Hall) in Wiltshire; and Catherine Howard was probably born in Lambeth.
According to Wikipedia, "It was once thought that Catherine Parr had been born at Kendal Castle in Westmorland. However, at the time of her birth, Kendal Castle was already in very poor condition. During her pregnancy, Maud Parr remained at court, attending the Queen, and by necessity the Parr family was living in their townhouse at Blackfriars." Wikipedia gives Blackfriars as Catherine's place of birth.
Anne of Cleves was born in Düsseldorf, which at that time was the capital of the Duchy of Berg – part of the Holy Roman Empire. Her father was John III, Duke of Cleves and Count of Mark; Cleves was another state in the Holy Roman Empire, whose capital (Cleves or Kleve) is today in the German state of North Rhine–Westphalia.
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