Lord Nelson Hotel, Milford Haven, built c. 1800, is thought to have been designed by William Jernigan (1753-1835). It is a 3 storey neo-classical stuccoed building with a hipped roof, rectangular porch and two semi-circular windows at either side of the third floor. Originally named 'New Inn', it was renamed after a visit by Lord Nelson in 1802.

Reference:
Colvin, H.: A biographical dictionary of British architects, 1600-1840