With ceilings and lights now restored to how they would have looked when it was built in 1819, Burlington Arcade is the finest of Mayfair's enchanting covered shopping alleys. Originally built for Lord Cavendish, it was meant to stop the hoi polloi from flinging rubbish into his garden at next-door Burlington House. Top-hatted watchmen called Beadles—the world's smallest private police force—still patrol, preserving decorum by preventing you from singing, running,
or carrying an open umbrella. The arcade is also the main link between the Royal Academy of Arts and its extended galleries at 6 Burlington Gardens.