A little recommendation for anyone interested in running games in Victorian London: I've just been doing a bit of research on sourcebooks for the period, and discovered the wonderful looking "Baedeker's London and its Environs 1900". It's a hardback facsimile of a real guidebook from the time, and is readily available from amazon etc. And it's 512 pages, so I imagine it's pretty comprehensive!
Originally I was looking for something specifically RPG related, possibly the out-of-print "Cthulhu by Gaslight", but really I just want a book with detailed maps, and information about notable places, where one can buy things, and so on. It looks like this book will be perfect for the job! I just ordered it, so will post further information as to its RPG-worthiness when I receive it.