The family of Watson was descended from Sir Lewis Watson (1584 - 1653), son and heir of Sir Edward Watson (died 16I6) of Rockingham Castle in Northamptonshire. For his services to king Charles I of England during the English Civil War Sir Lewis was created Baron Rockingham in 1645. His grandson Lewis, the 3rd baron (1655 - 1724), was created earl of Rockingham in 1714, and was succeeded by his grandson Lewis (c. 1709 — 1745), whose brother Thomas, the 3rd earl, died unmarried in February 1746, when the earldom became extinct.
The barony of Rockingham, however, descended to a cousin, Thomas, father of the prime minister, a grandson of Edward, the 2nd baron (1630 - 1689), who had married Anne, daughter and heiress of Thomas Wentworth, 1st earl of Strafford. The vast estates of the Wentworths had passed to Edward’s son, Thomas, who took the additional name of Wentworth, and then to his son, Thomas Watson Wentworth (c. 1690 - 1750), who was created earl of Melton in 1733 and marquess of Rockingham in 1746.
Original text from http://1911encyclopedia.org
Rockingham is also the name of a number of places: