The first "actual" creation was in the Peerage of England in 1664, when James Stuart, son of the Duke of York by his first wife, was granted the title. James, Duke of Cambridge died young and without heirs, and the title became extinct. The title was then again granted to Edgar Stuart, another son of the Duke of York, again by his first wife. Edgar, too, died young, and the title again became extinct.
The Duke of York's eldest son (by his second wife), Charles Stuart, (1677-1677), was also styled Duke of Cambridge, but, having died approximately a month old, did not live long enough to be formally created.
The Dukedom was next granted to George Augustus, son of Georg Ludwig, Hereditary Prince of Hanover and Duke of Brunswick-Lüneburg, who would later become George I of Great Britain. When George Augustus ascended to the throne as George II, the dukedom merged into the crown.
The title was next given, in the Peerage of the United Kingdom, to Prince Adolphus, the seventh son of George III. Upon the death of his only son without a legitimate heir, the title became extinct.
The first Duke's grandson (through a female line), Adolphus, Duke of Teck, who was the brother of Queen Mary, George V's consort, was created Marquess of Cambridge in 1917 when he gave up his German titles and took the surname "Cambridge". Upon the death of the second Marquess without any male heirs, the Marquessate became extinct.
Dukes of Cambridge, first Creation (1664)
Dukes of Cambridge, second Creation (1667)
Dukes of Cambridge, third Creation (1706)
Dukes of Cambridge, fourth Creation (1801)
Marquesses of Cambridge (1917)