An Exclusive Arcade
This arcade of exclusvise shops, the Picadilly Arcade leads between Jermyn Street and Picadilly. It lays claim on its website to being "one of the most beautiful and elegant in the world", I'll let you decide. If you are in the area (and most people do go to see Eros in Picadilly circus, 100 yards away, it is definately worth a visit. It is very reminiscent of some of the passages in Paris.