Katherine of Aragon died on January 7, 1536 at Kimbolton Castle. Her last wishes for her resting place could not be fulfilled, according to this blog, quoting her friend and supporter Eustace Chapuys, ambassador of her nephew, the Holy Roman Emperor Charles V:
On these points Cromwell replied to one of my servants, that as to the burial, it could not be done where she had desired, for there remained no convent of Observants in England; but as to the rest, everything would be done as regards the Princess and the servants as honourably and magnificently as I could demand. Next day I sent my man to the Court to Cromwell, to ascertain the whole will of the King on the subject. [...] At the end he spoke to him more coolly than he had done the day before, adding the condition that the King wished first to see what the robes and furs were like, and that if the Princess wished to have what had been given her she must first show herself obedient to her father, and that I ought to urge her to be so.
As to the burial, the King said the same as Cromwell, that the bequest of her robes to the Church was superfluous, considering the great abundance of ecclesiastical vestments in England, and that although the Queen's will was not accomplished in this respect, something would be done in the abbey where she should be interred that would be more notable and worthy of her memory; that the abbey intended for her was one of the most honorable in all England. It is 17 miles from where she lived, and is called Pittesbery (Peterborough). As to the servants, it concerned nobody so much as himself to requife their services, as he had appointed them to her service. As to the Princess, it depended only on herself that she should have not merely all that her mother left her, but all that she could ask, provided she would be an obedient daughter.
Henry VIII further ordered that her funeral would honor her as the dowager Princess of Wales, thus denying again that she had ever been his wife or the queen (even though she had been mostly certainly crowned and anointed).
More about her death here.
Peterborough Cathedral will host its annual Katherine of Aragon festival at the end of January, featuring a performance of Monteverdi's Vespers of 1610. Sadly, no Catholic Mass will be offered this year, unlike at past festivals.