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Bayly after the king's departure, until it surrendered (16 Aug.) ‘upon good articles, mostly of Bayly's framing.’ By the liberality of the Marquis of Worcester he was now enabled to make a tour through Flanders and France; and this, we are told, ‘gave him an opportunity of seeing the practices, as he had some time before thoroughly considered the principles, of the catholic religion, the consequence whereof was his conversion’ (, Church Hist. iii. 64).

After the death of the king he returned to England, and published some writings which gave offence to the authorities of the commonwealth, and led to his imprisonment in Newgate, where he composed the curious work entitled ‘Herba Parietis.’ However, he soon contrived to escape from gaol, and, proceeding to Holland, openly declared himself a catholic, and ‘became a grand zealot in that interest, wherein (if he met with any occasion) he would break forth into rage and fury against the protestant religion, which he before had preached and professed’. Subsequently he settled at Douay, and finally went to Italy. Several Roman catholics informed Anthony à Wood that Bayly was received into the family of Cardinal Ottobon, and that he died in his family, while his eminence was nuncio at Ferrara, and also that Prince Cajetan afterwards took care of Bayly's son. ‘But,’ adds Wood, ‘an English traveller hath told me otherwise, viz. that he was no other than a common soldier, that he lived poor at Bononia [Bologna], and saw his grave there. Another also named Dr. Rich. Trevor, fellow of Merton Coll. (younger brother to Sir John Trevor, sometimes secretary of state), who was in Italy in 1659, hath several times told me that he, the said Dr. Bayly, died obscurely in an hospital, and that he saw the place where he was buried.’

The works written by or ascribed to Dr. Bayly are: 1. ‘Certamen Religiosum: or a Conference between his late Majestie Charles, King of England, and Henry, late Marquess and Earl of Worcester, concerning Religion; at His Majesties being at Raglan Castle, 1646. Wherein the maine differences (now in Controversie) between the Papists and the Protestants is no lesse briefly than accurately discuss'd and bandied. Now published for the world's satisfaction of His Majesties constant affection to the Protestant Religion,’ London, 1649, 8vo. This was answered by Hamon L'Estrange, Christopher Cartwright, and Peter Heylyn, who doubt the authenticity of the conference on account of its being too favourable to the catholic church, and they hint that the account of it was Bayly's invention. Bayly defends himself against this charge in the preface to the ‘Herba Parietis,’ where he asserts that he was present at the conference, and that the arguments are drawn up with justice to both parties. 2. ‘The Royal Charter granted unto Kings by God himself and collected out of his holy Word in both Testaments. Whereunto is added by the same author a short Treatise, wherein episcopacy is proved to be jure divino,’ London, 1649, 8vo, reprinted 1656 and 1680. 3. ‘Herba Parietis; or the Wall-Flower. As it grew out of the Stone-Chamber belonging to the Metropolitan Prison of London called Newgate. Being a History which is partly True, partly Romantick, Morally Divine: whereby a marriage between Reality and Fancy is solemnized by Divinity,’ London, 1650, folio. Dedicated to Lady Susan Crane, widow of Sir Robert Crane of Chilton, Suffolk, and wife of the author's cousin, Isaac Appleton, Esq., of Holbrooke Hall in that county. 4. ‘The End to Controversie between the Roman Catholick and Protestant Religions, justified by all the several Manner of Ways, whereby all kind of Controversies of what Nature soever are usually or can possibly be determined,’ Douay, 1654, 4to. Dedicated to Walter Montagu, abbot of Nanteuil, afterwards abbot of Pontoise. 5. ‘The Life & Death of that renowned John Fisher, Bishop of Rochester: comprising the highest and hidden Transactions of Church and State in the reign of King Henry the 8th, with divers Morall, Historicall, and Politicall Animadversions upon Cardinall Wolsey, Sir Thomas Moor, Martin Luther, with a full relation of Qu. Katharine's Divorce. Carefully selected from severall ancient Records by Thomas Baily, D.D.,’ London, 1655, 8vo. Dedicated to his honoured kinsman John Questall, merchant in Antwerp. It would seem, however, that Bayly was not the author of this book. Wood asserts that it was really the production of Richard Hall, D.D., of Christ's College, Cambridge, afterwards canon of St. Omer, where he died in 1604. The manuscript after his death came into the possession of the English Benedictine monks of Dieulwart in Lorraine. Several copies were made, and one fell into the hands of a Mr. West, who presented it to Francis à Sancta Clara [Davenport], a Franciscan friar. By Davenport, ‘as he himself hath told me divers times,’ says Wood, it was given to Sir Wingfield Bodenham, who lent it to Bayly. The latter made a transcript, introduced some alterations, and sold it to a London bookseller, who printed it under the name of Thomas Bayly, D.D. In the dedication Bayly speaks of the book as if he were the author