Hello Anna,
As this is my first posting on the Nelson & his world Forum, I can answer your question immediatly and the answer is Yes I have.
Visited it in July 2005 when it was open free if I remember rightly during the Nelson & Napoleon exhibition at the Maritime Museum.
It was where Nelson's body was kept after its return to England and I would also imagine that of Collingwood's as well.
If you are unable to visit the room, then I suggest you have a look at BBC Radio London's web site, click on History then Nelson and you will be taken to a 360 degree view of the room, Free!
Hope this helps,
Regards,
Stephen
