Angel of where?

A bloke was talking to his in-laws about some sculptures at Crosby beach in Liverpool.
“They’re by Anthony Gormley the bloke who did the angel of the north”.
“The angel of the north” said his mother in law “We’ve been passed that haven’t we?” She asked gesturing to her husband.
“Have we? When” he replied.
“You know” she said “when we were in that place down south”