The Jack the Ripper walk is excellent, I went on the one by "Ripping Yarns' which is led by a Tower of London Beefeater.
http://rippingyarns.8m.com/
If you like slinky undergarments, I recommend "Rigby & Peller", who are the corset makers to the Queen. They have beautiful things there! One is on Hans Road, close to Harrods.
http://www.rigbyandpeller.com/