Anne shared with James the fault of extravagance, though it took her several years to exhaust her considerable dowry. She loved dancing and pageants, activities often frowned upon in
Presbyterian Scotland, but for which she found a vibrant outlet in
Jacobean London, where she created a "rich and hospitable" cultural climate at the royal court, became an enthusiastic playgoer, and sponsored lavish
masques. Sir Walter Cope, asked by Robert Cecil to select a play for the queen during her brother Duke Ulric of
Holstein's visit, wrote, "Burbage is come and says there is no new play the Queen has not seen but they have revived an old one called
Love's Labour's Lost which for wit and mirth he says will please her exceedingly". Anne’s masques, scaling unprecedented heights of dramatic staging and spectacle, were avidly attended by foreign ambassadors and dignitaries and functioned as a potent demonstration of the English crown’s European significance. Zorzi Giustinian, the Venetian ambassador, wrote of the Christmas 1604 masque that "in everyone's opinion no other court could have displayed such pomp and riches".
Anne's masques were responsible for almost all the courtly female performance in the first two decades of the seventeenth century and are regarded as crucial to the history of women's performance. Anne sometimes performed with her ladies in the masques herself, occasionally offending members of the audience. In
The Vision of the Twelve Goddesses of 1604, she played
Pallas Athena, wearing a tunic that some observers regarded as too short; in
The Masque of Blackness of 1605, Anne performed while six months pregnant, she and her ladies causing scandal by appearing with their skin painted as "blackamores". Letter writer
Dudley Carleton reported that when the queen afterwards danced with the Spanish ambassador, he kissed her hand "though there was danger it would have left a mark upon his lips". Anne commissioned the leading talents of the day to create these masques, including
Ben Jonson and
Inigo Jones.
Jones, a gifted architect steeped in the latest European taste, also designed the
Queen's House at Greenwich for Anne, one of the first true
Palladian buildings in England; and the Dutch inventor
Salomon de Caus laid out her gardens at Greenwich and Somerset House. Anne particularly loved music and patronised the lutenist and composer
John Dowland, previously employed at her brother's court in Denmark, as well as "more than a good many" French musicians.
Anne also commissioned artists such as
Paul van Somer, Isaac Oliver, and
Daniel Mytens, who led English taste in visual arts for a generation. Under Anne, the
Royal Collection began once more to expand, a policy continued by Anne's son
Charles. Historian Alan Stewart suggests that many of the phenomena now seen as peculiarly
Jacobean can be identified more closely with Anne's patronage than with James, who "fell asleep during some of England's most celebrated plays".