From the native Celtic inhabitants, the Britons. The Celts of Albion (which they called the whole island) called themselves Britons. The Romans called what is now England and Wales 'Brittania' after the Britons (what is now Scotland they called Caledonia). After the Romans left in the 6th century AD, the island was divided up into several Celtic and Anglo-Saxon kingdoms, eventually becoming Scotland, England and Wales (Wales became annexed by England in the 16th century). It was not until the Union of Parliaments between Scotland and England in 1707 that the country became the United Kindom of Great Britain.