Great Windmill Street is a thoroughfare running north–south in Soho, London, crossed by Shaftesbury Avenue. The street has had a long association with music and entertainment, most notably the Windmill Theatre, and is now home to the Ripley's Believe It or Not! museum and the Trocadero shopping centre.

Shaftesbury Avenue is a major road in the West End of London, named after The 7th Earl of Shaftesbury. It runs north-easterly from Piccadilly Circus to New Oxford Street, crossing Charing Cross Road at Cambridge Circus. From Piccadilly Circus to Cambridge Circus, it is in the City of Westminster, and from Cambridge Circus to New Oxford Street, it is in the London Borough of Camden.