Here is William Walton's "Crown Imperial" March, written for the coronation of King Edward VIII. That particular king abdicated the throne before the coronation, however, so the march ended up being used for the crowning of King George VI instead. You know how it is.
* OK, fine, there is a march that's just slightly more British than Walton's "Crown Imperial," and here it is. God Save the Queen!
(Note how the British audience there bobs up and down in rhythm to the music. This is one of the most endearing bits of audience participation in classical music that I know, probably second only to the clapping along with the "Radetzky March" at the New Year's Concert in Vienna.)