Winchester is a town in Cheshire County, New Hampshire, United States. The population was 4,341 at the 2010 census. The primary settlement in the town, where 1,733 people resided at the 2010 census, is defined by the U.S. Census Bureau as the Winchester census-designated place (CDP). The town also includes the village of Ashuelot and part of Pisgah State Park.
Originally named "Arlington" in honor of Charles Fitzroy, Earl of Arlington, this town was one of those established in 1733 by Colonial Governor Jonathan Belcher as protection for the Massachusetts Bay Colony border at the Connecticut River. This was in the area encompassed in the relatively newly acquired Equivalent Lands. After being designated a part of New Hampshire Province in 1741, the town was granted to Colonel Josiah Willard, commander of the Fort Dummer outpost. In 1753, it was incorporated by Governor Benning Wentworth as Winchester, for Charles Paulet, 3rd Duke of Bolton, 8th Marquess of Winchester, and constable of the Tower of London.
Pioneers who came to the town as early as 1732 were attacked many times by Indians. Several settlers were taken captive, and the town was burned in 1745. Its church, founded in 1736, is the oldest religious body in Cheshire County.