BTW, do you know where Richard Lionheart died?

*Traitor*, n.
A benighted individual who perceives an illusory distinction between serving his nation and abetting the criminals who govern it.

When the Romans conquered Britain the inhabitants were a Celtic people.
Roman Britain was attacked by Saxon pirates. The Romans built a chain of formidable Saxon Shore Forts to defend the island.
After the Roman legions were withdrawn from Britain in the early 5th century the Romano-British were left to defend themselves. Vortigern, the Romano-British ruler of Kent, adopted the common Roman tactic of hiring one group of barbarians to fight off others.
Enter Hengist and his Jutes. Vortigern then made the mistake of not paying the mercenaries so they took over the region. This example encouraged other groups from southern Denmark and northern Germany to move to Britain and take over what became England.
No doubt many of the pre-existing celtic population stayed where they were. I think it is a matter of dispute how many people came from the European mainland. See the discussion of the historical evidence and genetic studies in the Wikipedia article on the Anglo Saxons. Whatever the exact composition of the population the Angles, Saxons and their subjects came to be called Anglo-Saxons.
http://en.wikipedia.org/wiki/Anglo-Saxons
"The term "Anglo-Saxon" is from Latin writings going back to the time of King Alfred the Great, who seems to have frequently used the title rex Anglorum Saxonum or rex Angul-Saxonum.
The origin of this title is not quite clear. It is generally believed to have arisen from the union of six of the seven kingdoms of the Heptarchy under Alfred in 886.
...
Other early writers do not bear out consistent distinctions, though in custom the Kingdom of Kent presents the most remarkable contrasts with the other kingdoms. West Saxon writers regularly speak of their own nation as a part of the Angelcyn and of their language as Englisc, while the West Saxon royal family claimed to be of the same stock as that of Bernicia in the north. On the other hand, it is by no means impossible that the distinction drawn by Bede was based solely on the names Essex (East Seaxan), East Anglia, &c.
We need not doubt that the Angles and the Saxons were different nations originally; but from the evidence it seems likely that they had practically coalesced in very early times, perhaps even before their invasion of Great Britain. At all events the term Angli Saxones seems to have first come into use by Latin writers on the continent, nearly a century before Alfred's time, in the writings of Paul the Deacon, historian of the Lombards. There can be little doubt, however, that there it was used to distinguish the Teutonic inhabitants of Great Britain from the Old Saxons of the continent".
To some extent this may be propaganda by the ruling elite of Wessex, as part of their campaign to absorb the other Anglo-Saxon Kingdoms. However there are other sources which suggest the different Anglo Saxon Kingdoms were seen as linked.
The Anglo-Saxon Kingdoms did have cross border links. A powerful King could become Bretwalda, which Wikipedia translates as overlord. The Venerable Bede, writing in Latin, refers to Kings holding imperium.
http://en.wikipedia.org/wiki/Bretwalda
The evidence is scanty, but I believe it supports my generalization that the Anglo Saxons saw themselves as one people.