 It was during his Puritan incumbency that the playwright and Shakespeare collaborator Anthony Munday was buried in the church in 1633.In that year Davenport departed for the United Netherlands, but returned in 1636 and, in company with Theophilus Eaton and a company centred upon a core of parishioners of St Stephen's, in 1637 sailed for New England.Finding Boston torn by religious dissent they diverted to Long Island Sound, where they founded the plantation of New Haven Colony, Connecticut.