This large freestanding building opened as a music hall in 1885. The first entertainment room bearing the name room was built in 1859, attached to the Black Horse Inn in Tichborne Street. The new London Pavillion opened on 30 November 1885 and was the first building completed in the new Shaftesbury Avenue. It was remodelled in 1900 and again in 1918. It ceased to be a variety house in 1934 and was converted to a cinema, although it continued to be licensed for stage plays and music.
In 1986 the Pavilion closed its doors forever as a theatre. The interior of the building was gutted and converted into a shopping arcade, preserving only the 1885 front and the outer walls and roof. In 2000 the building became part of the Trocadero Centre and now houses Ripley's Believe It or Not!, a very popular turistic attraction.