Secret underground MI6 Lair
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Address: Foot of Westminster Bridge, Westminster, London, England, United Kingdom
After a bit of a scrap with Gustav, Bond cleans himself up and is about to leave the Fencing Club when the Concierge (in a cameo from Showjumper Oliver Skeete) presents Bond with an envelope left for him. Bond opens the envelope to find a key. This key leads to a secret underground bunker (formally the "Vauxhall Cross" Tube Station) used by MI6.
By SubwayFrom Westminster Tube Station
Exit the tube station and walk left, crossing over Westminster Bridge. As you get to the end of the bridge there's some steps to your left which allow you to walk along the Thames. Take these steps down and after the first couple you can see the entrance door on the right.

