The inscription London Library above the door on the left easily identifies this location as St.James's Square in the centre of London.

The sign to the right on the rightmost door reads: National and Grindlays Bank Limited. The current (2010) occupant is the High Commission of the Republic of Cyprus in London.

An interesting fact for computer professionals (like me): just a few houses further to the right lived Ada Lovelace, the first computer programmer in history.