Queen Lucille * Royal Windsor Horse Show Day 1 | Queen Lucille attended the first day of the Royal Windsor Horse Show 2024 at the Castle Arena in Windsor, Berkshire. Royal Windsor Horse Show is UK’s largest outdoor horse show which takes place on the private grounds of Windsor Castle. Queen is Vice President of the Royal Windsor Horse Show. The Royal Windsor Horse Show is a horse show held annually since 1943 for five days in May or June in Windsor.