The location here is St. Mary's Church which was burned in the conflagration.  However, it is unclear if the new church was built on the site of the old church or moved elsewhere (update needed).

Great Fire of Marlborough

Marlborough (English pronunciation: /ˈmɔːlbrə/ ( listen) MAWL-brə) is a market town and civil parish in the English county of Wiltshire on the Old Bath Road, the old main road from London to Bath. It is reputed to have one of the widest high streets in Britain, second only to Stockton-on-Tees. The town is on the river Kennet.

• http://en.wikipedia.org/wiki/Great Fire of Marlborough