St James's Church, Piccadilly
St James's Church, Piccadilly, also known as St James's Church, Westminster, and St James-in-the-Fields, is an Anglican church on Piccadilly in the centre of London, England. The church was designed and built by Sir Christopher Wren.

St James's Church, Piccadilly, also known as St James's Church, Westminster, and St James-in-the-Fields, is an Anglican church on Piccadilly in the centre of London, England. The church was designed and built by Sir Christopher Wren.
Check the official site before travelling; hours and prices can change.
More markets

Borough Market
London's defining food market — go early Saturday, eat your way around the perimeter.

Columbia Road Flower Market
Sunday-only flower market in the East End — 8 a.m. for choice, 2 p.m. for prices.

Maltby Street Market
Borough's smaller, scruffier sibling — railway arches, weekend only.
Source: wiki-list