“I noticed that above the altar in that holy house, which tradition says was the home of Jesus, Mary, and Joseph, these words were written: Here the Word was made flesh. Here, on a bit of the earth on which we live, in a house built by men, God dwelt.”
St. Josemaria Escriva
Christ Is Passing By, no. 1
According to tradition, the Holy House of Loreto is part of the house of the Virgin, which was built by a cave carved into the rock and by a room in front.
With the explusion of Crusaders from Palestine, it was transported in 1291 first to Illyria and then, on 10 December 1294 to Loreto.
The devotional tradition says that this transposition was the work of the angels, but recent research on an archaeological and philological basis, propose the well-founded hypothesis that the Holy House was transported in a providential way by transport by ship, under protection from above. Some clues suggest that the authors of the transport were not the angels of heaven, but a family called Angeli.
You can read more of the Shrine's history here.