From the Wikipedia page 
The Earldom of Pembroke (Welsh: Iarllaeth Penfro) is a title in the Peerage of England that was first created in the 12th century by King Stephen of England. The title, which is associated with Pembroke, Pembrokeshire in West Wales, has been recreated ten times from its original inception. With each creation beginning with a new first Earl, the original seat of Pembroke Castle is no longer attached to the title.
As of 2018, the current holder of the earldom is William Herbert, 18th Earl of Pembroke, which is the 10th creation of the title. For the past 400 years, his family's seat has been Wilton House, Wiltshire. Since 1605, the Earls of Pembroke have also held the title Earl of Montgomery. This was created for the younger son of Henry Herbert, 2nd Earl of Pembroke before he succeeded as the 4th Earl in 1630. The current Earls of Pembroke also carry the subsidiary titles: Baron Herbert of Cardiff, of Cardiff in the County of Glamorgan (1551), Baron Herbert of Shurland, of Shurland in the Isle of Sheppey in the County of Kent (1605), and Baron Herbert of Lea, of Lea in the County of Wilts (1861). All are in the Peerage of England except the Barony of Herbert of Lea, which is in the Peerage of the United Kingdom.
On 1 September 1532, King Henry VIII created the original Marquessate of Pembroke for his future queen Anne Boleyn. This honour was in recognition of the king's great-uncle Jasper Tudor, who had been the Earl of Pembroke in the 15th century, and his own father, Henry VII who was born at Pembroke Castle in January 1457.