This is from Folklore Legends and Superstitious Customs in Connection with Andover and Neighbourhood by M Gillett (Andover 1917.) A shortish book with were wolves, ghosts, shadows of the firstborn and the Glastonbury holy thorn. This dramatic tale shows how legends are made...
The following legend I admit is rather hard to believe, but I have heard it from two quite different sources, and I relate it as follows:
When the Danes ravaged Wessex, they marched up to Romsey Abbey, pillaging as they went. The nuns, terrified at the barbarous and heathen hordes, fled, and supposing Winchester to have shared the same fate, journeyed on to Wherwell Abbey - now Wherwell Priory. But before they arrived at the nunnery they got lost in the woods, which still remain, and many of them perished from exposure and starvation. Tradition says that the nuns sat down in despair, and in their hopelessness began to abuse the Almighty and angered Him to such an extent that when they died their souls became wild cats.
But these are the true facts:-
1. The Danes did ravage Romsey.
2. The nuns did flee to Wherwell Priory.
3. A great number did perish in the woods.
4. Some of the oldest inhabitants of Wherwell Priory remember when wild cats did live in the woods.
This legend is as it was told to me, but I cannot be over-certain as to the foundations for it, except the preceding notes.