Margaret Thatcher, the first female British Prime Minister, died Monday at 87, following a stroke. Known as the "Iron Lady", Thatcher transformed Britain by radically rolling back the state during her 11 years in power. Prime Minister David Cameron cut short a Europe trip to return to Britain after the death was announced. "The real thing about Margaret Thatcher is that she didn't just lead our country, she saved our country." Former German Chancellor Helmut Kohl praised her work.