The big blue marker that has Cannibal! The Musical on marks the spot.

Found some pubs nearby too:

• 1: Old Shades 4.57
• 2: Pizza Express
• 3: 99 Club Leicester Square Too
• 4: Moon Under Lager
• 5: The Lemon Tree
• 6: Yates
• 7: Pitcher & Piano
• 8: Radisson Edwardian Hampshire Hotel
• 9: Oxygen
• A: The Comedy
• B: Theodore Bullfrog
• D: Hand & Racquet
• E: The Bell & Compass
• F: Shephard Neame
• G: Halfway To Heaven
• H: The Princess Of Wales
• I: Captains Cabin
• J: Ship & Shovel
• K: Sherlock Holmes
• L: Albannach
• M: Nancy's
• N: Walkers Of Whitehall
• O: The Lord Moon Of The Mall
• P: The Clarence
• Q: Inn The Park Restaurant
• R: Radisson Edwardian Leicester Square Hotel
• S: Ha Ha Bars
• T: St Stephens Tavern
• U: The Red Lion
• V: Oxygen Bar