West End of London
The West End of London is a district of London, England. It is west of the City of London and north of the River Thames, in the London Boroughs of Camden and the City of Westminster. It is where many of the city's major tourist attractions, shops, businesses, government buildings and entertainment venues, including West End theatres, are concentrated – and as such the term "West End" is used internationally as a metonym for London's theatre district and associated performing arts scene – just as "Broadway" is used to describe that of New York City.

The West End of London is a district of London, England. It is west of the City of London and north of the River Thames, in the London Boroughs of Camden and the City of Westminster. It is where many of the city's major tourist attractions, shops, businesses, government buildings and entertainment venues, including West End theatres, are concentrated – and as such the term "West End" is used internationally as a metonym for London's theatre district and associated performing arts scene – just as "Broadway" is used to describe that of New York City.
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