Anne was one of four children of Henry Wiltshire by his first wife, Martha Ball. Her grandparents were William Wiltshire and Martha Marshaman, founders of the Strict Baptist chapel in Studley, Nr. Calne. She was working as House Servant to Edward Rees, Fisherman, of Merthyr Mawr, in 1851. Three years later, her address was given as "Merthyr Mawr Mansion" on the certificate of her marriage to Jenkin Davies in Merthyr Mawr. A witness at the marriage was Anne's sister Martha Wiltshire. Anne and Jenkin moved into a new home, Mynydd Herbert farm, on land bordering Candleston, but in the parish of Tythegston. Their happiness was to last a tragically short time, however - just one year. At 10.40pm on 22nd November 1855, Anne gave birth to the first of twin boys, Ezra; it was a difficult birth, it seems, and there followed what must have seemed like an eternity to poor Anne before Ezra's brother, Ebenezer finally arrived at 2pm the following day. As a direct result of this experience, probably due to an as-yet untreatable infection, Anne, despite her youth, was to survive only three more weeks. She was buried on 12th December 1855 at St.Teilo's, Merthyr Mawr. Christmas must have been celebrated that year but Jenkin would have known nothing about it; robbed of his young bride, he was now solely responsible for his two tiny sons, and one of them, Ezra, was very sick. Ezra did not survive; he died in January and was buried with his mother.