[Verginius Rufus]

Welsh survived (with little influence from Latin, or so I have read), whereas the pre-Roman languages of France and Spain all died out, other than Basque.

There were two branches of ancient Celtic: Q-Celtic, of which the Gaelic of Ireland and Scottish Gaelic survive (Manx was a third but recently died out), and P-Celtic, which was everything else (Gaulish, the language of ancient Britain, Galatian, etc.) of which Welsh and Breton survive today. Cornish was in this group but died out 200+ years ago.

Stonehenge was built before the Celtic speakers arrived in the British Isles--there were people living there for thousands of years before the Celts arrived.

[Vigilanteman]

Good observations . . . to which I would add that another reason Welsh survived was its relative isolation. Until King Edward came along, nobody thought the Welsh were particularly worth conquering-- the poor land and rugged terrain didn't lend itself particularly well to farming and the value of the coal underneath wouldn't be realized until centuries later.

As you are probably aware, Cornish, Breton and Manx still survive in the academic realm of ancient language departments.