This map plots the settings and references in Tipping the Velvet

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Page 65. " we had reached Pall Mall and turned into the Haymarket, where the theatres and music halls begin "
The Haymarket as it is today
GNU Free Documentation LicenseThe Haymarket as it is today - Credit: Benkid77, Wikimedia Commons

Theatre in London has flourished since the 16th Century; it is particularly associated with the area known as the West End, which is sometimes called London's Theatreland. 

Follow this link to see maps of London's Theatreland between 1860 and 2002.