Dudley always "remained at the centre of [Elizabeth's] emotional life", as historian Susan Doran has described the situation. He died shortly after the Spain's Armada was defeated, and after Elizabeth's own death, a note from him was found among her most personal belongings, marked "his last letter" in her handwriting.
This video I found on YouTube of a British TV Series that I think aired some years back. Either way this really reminds me of Robert and what today we would call his "swagger". Here is the shows info BBC The Virgin Queen
A Favorite of the Queen: The Story of Lord Robert Dudley and Elizabeth I (A Novel of the Tudors)
The Uncrowned Kings of England: The Black History of the Dudleys and the Tudor Throne
The Queen's Bastard: A Novel of Elizabeth I and Arthur Dudley