So we have this underground feature from point 2 (see link below)...
....and also the other one reported to be under what used to be one of the UK's biggest shoe shops (???maybe Dolcis???) which was aquired by Sears (the guy who did the aquistions for Sears called into the BBC London show to confirm this with talk of cobbled street and old shop fronts). Apparently the shoe shop has now gone but was near the South Molton Street area of Oxford St. The level of the street seems to coincide with the route of the River Tyburn which runs under Grays Antiques.
Here's some more evidence of what is under Selfridges http://www.timeout.com/london/features/2241/4.html
Posted: 2008-10-03 13:54:50