My Edinburgh: Elizabeth McGovern - Goodbye, Lady Cora, I'm all ready to rock the festival - Edinburgh - Arts & Entertainment - The Independent On Saturday morning, one day after wrapping Season Four of Downton Abbey, I gently laid Lady Cora down, and put her to bed for a while. In a lovely Four Poster, His Lordship, securely by her side. I then packed my bags, and headed to Edinburgh to perform with my band "Sadie and The Hotheads." We have played with each other, on and off, for a decade, but this is the first time we have performed at the Fringe festival. We officially became a band when the name came into my head in 2006. I was sitting in a cafe having coffee. I wrote it on a napkin: "Sadie and The Hotheads" . A band was born. I still have the napkin in my desk drawer. Edinburgh is an important city for our family. The first time I saw it was when I flew there to meet up with my husband-to-be, who was attending the TV festival. The next time I was there watching my daughter, Grace, make her professional stage debut, aged 14, with The School of Comedy. She was hilarious. They all were. I wish I could remember the jokes. I wish I could remember anything. I think Edinburgh is one of the most beautiful cities in the world. This is a place bursting with imagination. And throngs of people hungry to have their minds fed and hearts lifted. Sadie and the Hotheads, New Town Theatre, to 25 August, 11.45pm (0131 220 0143) Elizabeth McGovern's Must-Sees: Last year, I loved The Boy with Tape on His Face (More Tape, Pleasance Courtyard, 9.40pm) and the sketch group Graham (AntiGraham, Pleasance Courtyard, 4.35pm).