Catherine Carey was either the first cousin or half-sister of Queen Elizabeth I. She was nominally the daughter of William Carey and Mary Boleyn. Her mother Mary, was a mistress of Henry VIII before her sister, Anne Boleyn married him. It was rumored Catherine was actually the king's daughter. But Catherine never claimed it, and Elizabeth never recognized Catherine as her half-sister. Only circumstantial evidence supports this assertion. Although she was definitely one of Elizabeth's favorites. For an interesting discussion of this topic, see Sally Varlow's article.
Catherine first came to court in January 1540. She was a maid of honor to Anne of Cleves, and soon after married the protestant Sir Francis Knollys on Apr 26, 1540. He was later at odds with the "Bloody Mary," and went into exile during the Catholic Tudor queen's reign. Catherine probably left England in the spring of 1556 to join him. At least five of their children with them.
Catherine had 11 kids, back-to-back, during their first 15 years of marriage. In total, the couple had between 14 and 16 children, with one dying in infancy. (Apparently another putative daughter, Cecilia, is not contained in any of the family records, although she is shown as a member of Queen Elizabeth's household in some histories of the period.)
Catherine returned to England by 14 Jan 1559, and became a lady of the privy chamber to Queen Elizabeth. Her children were at court, too. In 1560, she and her son Robert were granted Taunton Manor for life. She died at Hampton Court, at age 39, still in the queen's attendance. At the time, Francis was guarding Mary, Queen of Scots, at Bolton Castle. Queen Elizabeth went on to pay for Catherine's funeral. It cost £640 2s.11d.
There's a small plaque about Catherine in Westminster Abbey. (Although the plaque shows Catherine's death date as January 15, 1568, that date is "Old Style," and she actually died in 1569.) The Knollys Chapel at Saint Nicholas Church, Rotherfield Greys, Oxfordshire, contains a large tomb in which Catherine and Thomas are buried. The tomb has effigies of Thomas and Catherine, with individual figures of seven sons, six daughters and, probably, son William's wife. Eric Hardy has placed a number of colored photos of the tomb on Flickr.