Alexander Dyce, A General Glossary to Shakespeare's Works

Gloucester “with these letters—Go you before to,” KING LEAR, i. 5. 1. Here Gloucester “is to be understood of the town of that name, as is evident from the ‘there’ at the end of this speech. It is made the residence of Regan and Cornwal, to give likelihood to an ensuing scene's action,— their late quitting it, and evening visit to Gloucester in a castle of his residence, which we may suppose in its neighbourhood. Earls, in old time, had some dominion in the counties that gave them their titles, and resided there usually” (CAPELL) .