After his marriage to Agnes, daughter of Emperor Henry IV, Marquis Leopold III of Babenberg decided to move home from Melf to Klosterneuburg. It was there, on a hill of Neuburg (very probably a former Roman settlement) that he decided to build his fortress. It was also here that he built the monastery of St Augustine in 1114. Remodelled and enhanced by an imperial palace, the Baroque monastery houses some very rare pieces of medieval art.