Wilhelm II, German Emperor and first cousin once removed of King George V, initially banned air raids on London. However, this ban was no longer in effect by May 1915. German air raids soon became a periodic feature of London life. A wire-mesh net was placed across the top of Buckingham Palace to protect it from damage caused by falling shrapnel.

On 13 October 1915 Queen Mary wrote: 

At 8 we heard that 3 Zeppelins were coming! - At 9:30 we were sitting in G's room when we heard a distant report (presumably a bomb) so we went on to the balcony when the gun in the Green Park began firing & searchlights were turned on. This went on for 10 minutes or so. We did not see the Zeppelin but Derek [Keppel, Master of the Household] saw it quite plainly from his house in Buck: Gate. We then heard some bombs being dropped & were told later that some had fallen in the Strand & elsewhere, killing 8 people & injuring 34. All was quiet by 10.15

These fragments all fell on Buckingham Palace during the war - including a fragment from the Queen's balcony. The individual pieces cannot now be distinguished.