Her Majesty's Theatre
There's been a theatre on the site of Her Majesty's since 1705, and they're always named after the reigning monarch. The first, Queen's Theatre, had the blessing of Queen Anne, and after that it flipped back and forth until becoming Her Majesty's in 1952. The current building dates from 1897 and was the final work of its architect, Charles J Phipps.
Her Majesty's hosted the first of the enormously influential Amnesty International benefit nights with 1976's A Poke in the Eye (With a Sharp Stick); three years later it presented the first Secret Policemen's Ball. However, since 1986, this has been where you go to experience The Phantom of the Opera.
The nearest Tube station is Piccadilly Circus (Bakerloo and PIccadilly) and the nearest car park is in Trafalgar. Charing Cross station (Southeastern) is the nearest surface rail. Nearby bus stops are served by routes 6, 13, 23, 139, N13 and N113.