This chapter traces how Henry VIII's scrutiny of wonder and its attendant affect emerges most tellingly in the generic friction between romance and history, especially the scenes where romance motifs conjure a fabulous vision to dazzle its spectators. The play's use of the romance mode thus offers a formal means for making sense of England's unique religious identity in part by exploring the correlation of a literary mode to affect and subsequently to belief. Henry, by the play's account, first feels "heat" towards Anne Boleyn when they partner together during the masque, when Anne Boleyn enters "habited like a shepherd". In rousing its audience's wonder for first Anne, then Katherine, the play displays the complex indebtedness of both Protestant and Catholic identities to the same source: Henry VIII. The king's response to Cranmer's oracular prediction, "Thou speakest wonders", registers the ambiguity of his prophecy, for "wonders" are neither unequivocally true nor good, as the play demonstrates.