Waltham_Abbey,_Essex Waltham Abbey is a market town of about 20,400 people in the south west of the county of Essex, in the East of England region. It is about 24London on the Greenwich Meridian and lies between the River Lea in the west and Epping Forest in the east. It takes its name from Waltham Abbey, which was prominent in the early history of the town. The ancient parish covering Waltham Abbey was known as Waltham Holy Cross.