Pall Mall East leads off from Trafalgar Square – very grand in Sherlock Holmes’ day and today. Looking back, you can see the dome of the National Gallery and St Martin-in-the -Fields.
The route passes Green Park and the Ritz Hotel. Holmes and Watson cross this street when going to see Mycroft in the Diogenes Club. Also, although we are not told as much, Watson could have passed here when ‘I drove to the London Library in St James’s Square’ in The Adventure of the Illustrious Client.
Heading up to Piccadilly Circus. St James’s Hall, where Holmes and Watson go to see Sarasate play in The Red-headed League, was on the left-hand side of the street here. On the right hand side, as you reach the statue of Eros, is the Criterion bar where Watson learns about the possibility of a flatshare with another man who turns out to be Sherlock Holmes (see text).