Lancaster House

Lancaster House is a mansion in the St James's district in the West End of London. It is close to St. James's Palace and much of the site was once part of the palace complex. This Grade I listed building is now managed by the Foreign and Commonwealth Office.
Construction of the house commenced in 1825 for the Duke of York and Albany, the second son of King George III, and it was initially known as York House. Sir Robert Smirke was originally hired to design the house, until under the influence of the Duke's mistress the Duchess of Rutland, he was replaced by Benjamin Dean Wyatt who mainly designed the exterior. The house was only a shell by the time of the death of the Duke in 1827. It is constructed from Bath stone, in a neo-classical style, being the last great London mansion to use this essentially Georgian style.

Wikipedia