Margaret Thatcher
Margaret Thatcher was a Prime Minister of Great Britain during the 1980s. The Doctor, Roz Forrester and Chris Cwej lived for a short time in a housing estate during her time in power. (NA: Damaged Goods) In both his ninth (DW: Father's Day) and tenth incarnations (DW: Tooth and Claw), the Doctor showed some distaste for her.
Possibly non-canonical account
In one of several possible incarnations (his third, sixth or unknown other regeneration), the Doctor served as an advisor or consultant to her (SP: Doctor Who: The Ultimate Adventure)
Behind the Scenes
Continuity
The reference to a female prime minister in Terror of the Zygons could suggest that in the Doctor Who Universe, either Thatcher was elected PM earlier than in real life, or simply that, as intended by the production team, the UNIT stories took place in the near future. The BBC's Doctor Who Classic Series website, however, states the production team meant to suggest that Shirley Williams. The true name of this PM (in terms of the Doctor Who Universe) remains undisclosed.
Satirical portrayals
Margaret Thatcher inspired some unflattering portrayals in the Whoniverse. The misguided dictator Helen A from DW: The Happiness Patrol is widely supposed to be based upon her, whereas the villainess Rehctaht, the female villain of Turlough and the Earthlink Dilemma, has the name Thatcher, spelled backwards.
A villainess named "Thatchos" (a Cyber-Leader in a wig) appeared in a Doctor Who parody on The Lenny Henry Show.