Hi there,
My grandparents have had this plant appear in their garden, and though it's in a pot we certainly didn't plant it! The only explanation we can think of is that it's due to the birds, but we'd quite like to know what it is if anyone could hazard a guess 

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I think that's Nicandra physaloides, aka Shoo-fly plant.
In the sticks near Peterborough
Ahh thanks so much, you've satisfied our curiosity!
In the sticks near Peterborough