On June 23, 2016, the people of the United Kingdom made history by voting in favor of a referendum to leave the European Union. As big news as this is, it's not unprecedented. England made a similar move almost five centuries ago.
The year was 1509 and the future seemed bright for newlyweds King Henry VIII and Catherine of Aragon. By 1524 however, the honeymoon was certainly over.
Henry's marriage to Catherine had not produced a male heir to the throne. This was extremely important to Henry. So much so that it drove him to drastic measures.
The Roman Catholic church, ruled by the pope in Rome, forbid divorce. It was also against the idea of annulling the marriage (making it null and void) without a legitimate reason. Henry became increasingly angered at having to get the Pope's permission for what he considered England's business.
Eventually, Henry's patience ran out and over the course of a decade and several Acts of Parliament, the King was declared the Supreme Ruler of the Church of England. The Pope's authority in England was completely severed. This paved the way for annulling Henry's marriage to Catherine and finding another wife (that would later turn into wives).

"...by authority of this present Parliament, that the king, our sovereign lord, his heirs and successors, kings of this realm, shall be taken, accepted, and reputed the only supreme head in earth of the Church of England...
and that our said sovereign lord, his heirs and successors, kings of this realm, shall have full power and authority from time to time to visit, repress, redress, record, order, correct, restrain, and amend all such errors, heresies, abuses, offenses, contempts and enormities, whatsoever they be, which by any manner of spiritual authority or jurisdiction ought or may lawfully be reformed, repressed, ordered, redressed, corrected, restrained, or amended...
any usage, foreign land, foreign authority, prescription, or any other thing or things to the contrary hereof notwithstanding."
The Roman Catholic Church could be viewed as the EU of Medieval Europe. The Church and the Pope in Rome had considerable sway over the rulers and people of Europe (particularly before the Reformation began). After Henry VIII, the monarchs of England would no longer sacrifice their sovereignty to any foreign power. Sovereignty also figured prominently in the more recent Brexit.
Time will tell how this will play out for the UK, but don't count them out to quickly. Britain's been through harder times before and managed to prevail.