Short answers, pulled from the story.
Henry VIII created the Marquess of Pembroke for Anne Boleyn on the 1st of September 1532. The King performed the investiture personally at Windsor Castle to elevate Anne from a royal mistress to a potential queen consort. This ceremony was attended by powerful men including Thomas Howard, 3rd Duke of Norfolk, and Anne's father Thomas Boleyn.
Henry VIII chose the title of Pembroke because it had been held by his grand-uncle Jasper Tudor. This choice linked Anne directly to the royal lineage of Henry VII and the birthplace of the first Tudor monarch. The specific title allowed Henry to weave Anne into the dynasty's history before their marriage was legally finalized.
The legal document creating the Marquessate of Pembroke omitted the standard restriction that heirs must be of legitimate birth. The patent explicitly stated the title was to pass to her heirs male without the usual qualification that those heirs must be born in wedlock. This deliberate strategy likely intended to legitimize any son Anne might bear even if the child was born out of wedlock before the marriage was consummated.
The estate of land granted with the Marquessate of Pembroke was valued at over £1,000. This substantial fortune placed Anne among the wealthiest women in the kingdom and included mostly lands in Wales. The lands were strategically chosen to reinforce the historical significance of the title and link Anne to the ancient power of the House of Pembroke.
The investiture ceremony for the Marquess of Pembroke was witnessed by the most powerful men in the realm including Thomas Howard, 3rd Duke of Norfolk, and Thomas Boleyn. The French ambassador and high-ranking clergy such as the Bishop of Winchester, the Archbishop of York, and the Bishop of London also attended. These figures observed the moment that signaled a shift in the balance of power within the Tudor court.
The Marquessate of Pembroke ceased to exist in a manner that remains unclear to this day with historians debating whether it ended with Anne's death on the 19th of May 1536 or earlier. The title could have become extinct by merging with the Crown when Anne's marriage to Henry VIII was declared valid on the 28th of May 1533. Alternatively the title could have been forfeited upon Anne's conviction for high treason on the 15th of May 1536.