Lloyds Bank on Baker Street then, scene of the UK's largest ever bank robbery. Thieves tunneled from two shops down and raided the bank on 13 September 1971.
What makes it particularly mysterious is that the government immediately slapped a D-Notice on the case, a measure normally reserved for threats to national security, preventing the papers from publishing anything about the crime. Indeed, scrawled inside the vaults were the words: "Let Sherlock Holmes try to solve this."
It has since been alleged that compromising photographs of Princess Margaret were also stolen from one of the safe boxes. Conspiracy theories predictably abound, mostly speculating whether this was in fact an inside-job made to look like a bank robbery, a central theme to the 2007 film about the heist 'The Bank Job'.
more info and the original walkie-talkie recordings between the look-out and the robbers-in-action here:
Wonder if any of this came out under the 30 year rule.