1. The London postcode area contains 13 post boxes carrying the monogram of Edward VIII. Edward, you'll recall, was only king for 10 months before his abdication in 1936, so any kind of monument to his reign is rare. You can find most of them very easily with a simple Flickr search. (With thanks to Julia Lee for this nugget.)
2. Chiswick Flyover was opened in 1959, somewhat surprisingly by Hollywood actress Jayne Mansfield. The nearby Hammersmith flyover has its own celebrity connection, though a somewhat darker one. Underworld legend has it that the body of Ginger Marks, slain by the Kray gang, is buried in the foundations.
3. Speaking of the Kray twins, they are the only people to be both imprisoned in the Tower of London AND to perform at the Royal Albert Hall. In 1951, the pair fought in a boxing tournament at the RAH. The following year, they were locked up overnight at the Tower for being absent without leave during National Service.
4. Speaking of the Tower...far from being a top-security prison its walls have been surprisingly permeable. 37 people are known to have escaped throughout its history.
5. Speaking of stealth, the special services sometimes train in parts of Holborn station and the abandoned Aldwych station (which has its own little-known rifle range).