The celts built Stonehenge, and all the other megaliths. Of course, that depends on how you define "celt".
For decades, the definition was based on an arbitrary (and false) idea of an aryan race who invaded and conquered/assimilated/engulfed any indigenous western europeans. Later on that aryan label was re-named "proto-indo-european", for a few reasons. That nonsense is still being taught in lower-tier universities. You'll still find it in
(very) outdated reading lists that reflect obsolete ideas. Institutional inertia remains very powerful. Change comes... but slowly.
Good news is that the archaeologic and genetic evidence overwhemingly shows that definition to be false, and top-tier universities are openly researching and discussing this -- and the curriculum will eventually trickle down. The same folks we know who later used the megaliths (the druids for example) were the direct descendants of the cultures and people that erected them. an unbroken line.
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On June 9-10, 2011, the CRBC (Centre de Recherche Bretonne et Celtique) will organize at
the University of Brest (Brittany, France) an international conference which will bring together several researchers (archaeologists, linguists, geneticists) who will compare their viewpoints on the connections between the populations living in Atlantic Europe and the languages spoken there from the late Paleolithic period… The conference is the introductory stage of an interdisciplinary collaboration between archaeologists, linguists, paleo-anthropologists, historians, geneticists on the same subject.
The received doctrine for the origin of the Celts in Western Europe was centered upon the idea of an Indo-European Invasion in the Copper Age (4th millennium B.C.), by horse-riding warrior pastoralists. The subsequent process of Celtic language evolution would therefore have taken place in the II and I millennium, that is in the Bronze and Iron Age. The evidence collected by archaeology in the last thirty years overwhelmingly prove the absence of any large scale invasion in Europe, and the uninterrupted continuity of most Copper and Bronze Age cultures of Europe from Neolithic, and of most Neolithic cultures from Mesolithic and final Paleolithic.
Some of the participants hold for the PCP (Paleolithic Continuity Paradigm), which considers that the recent prehistory of Western Europe - from the Megalithic culture through the Beaker Bell to the colonialistic La Tène - must have all been Celtic. Consequently, the duration of the colonial expansion of the Celts was much longer than thought, and its direction was from West to East and not vice versa. Other participants will expound different viewpoints.