As with so many of the years in Cnut’s life, the last are difficult to account for. He died at Shaftesbury on 12 November 1035 and was buried in Old Minster, Winchester.
Norway was lost soon after Cnut’s death, and when his sons died without heirs in 1040 and 1042, Cnut’s dynasty in England went the same way; what he left behind was a northern empire bigger than any before or since.
Cnut’s reign in England had profound influence on Danish production of coins, which was reformed to look more like the English during his reign. Numerous mintmasters of Anglo-Saxon names have been found in a dozen towns in different regions of Denmark, and it seems from this as though the minting of coins was a royal industry that made use of different officially recognised mintmasters.
His nickname, 'the Great,' was given to him very early, and in historical writings from both Denmark and England he has consistently been described with legendary features of personality, capability and size. Cnut was the first Nordic king to be acknowledged throughout Europe, and his diplomatic skills allowed him to rule without the Viking fortresses of his predecessors. This change in government from raids and looting towards a more diplomatic and political rule is an impressive feat, and worthy of being called great.
Christensen, A.E. and Eller, P. 'Knud 2. den Store,' in S.C. Bech (ed.): Dansk Biografisk Leksikon (3. ed.). 1979-84.
Lawson, M.K. 'Cnut (d. 1035),' Oxford Dictionary of National Biography, Oxford University Press, 2004; online edn, Jan 2013 [http://www.oxforddnb.com/view/article/4579]