Also known as the London Oratory and the Oratory of St Philip Neri, this Roman Catholic church is second in size only to the incomplete Westminster Cathedral. Built in Italian baroque style in 1884, the impressive interior is swathed in marble and statuary; much of the decorative work predates the church and was imported from Italian churches. The incense-infused services are spellbinding, especially the Solemn Mass in Latin on Sundays (11am). Intriguingly the church was employed by the KGB during the Cold War as a dead-letter box. If you want to get married here, apply six months in advance. There are five daily Masses on weekdays, four on Saturday and seven on Sunday between 7am and 8pm.