This isn't the first time Britain has moved to quit a united Europe. That honor goes to the Roman province of Britannia in 286 A.D. The Brits broke away from Roman control and set up their own independent empire, which lasted a decade.
At that time, most of Europe was united under the Roman Empire, and Britain enjoyed all the benefits of free trade and a single currency, free movement of people, and of course Roman roads, sanitation, justice and security. So what happened to make these ancient Britons quit such a comfortable setup?