Crowds by the roadside watching the funeral cortege for Margaret Thatcher arriving at St. Clement Danes, London. The funeral of Baroness Thatcher of Kesteven took place at St. Paul's Cathedral in central London following a procession though the city with full military honours. Margaret Thatcher was Britain's first woman Prime Minister, from her election in 1979 until she resigned in 1990, she died on April 9, 2013.