I remember when the first International Cheese Shop opened in Goodge Street in 1987 (I was working just around the corner), it was a revelation. They had a brilliant idea - not only could they sell great cheese, but they could make sandwiches out of the cheese, too. This, for a cheesophile, was heaven. These days it is all a lot more ordinary to find that type of thing, but the decent cheese sandwich lives strong. This shop is in Liverpool Street station, there are others in Victoria and Marylebone Stations.