Just past Horse Guards Parade you will find yourself on The Mall - a ceremonial and processional route dedicated to Queen Victoria.
The origins of the route, which is in fact less than a mile long, can actually be traced back to King Charles II, who ordered the redesign of St James Park (which today borders The Mall) to include a long flat part on which could be played the game of Pelle Melle - which I understand to be a form of Croquet.
Over time the exact positioning of the park of changed and altered, and the long flat space became known as The Mall - with Mall presumably being an alteration of Melle.
Move on nearly 200 years and The Mall is being imagined as a smart, ceremonial route, and so the Victorian's set about turning it into what we see and use today. In addition to this, they also erected the Victoria Memorial to be the focal point at the end of the route.
Move on a further 100 years or so into the 1950s, and the surface of the Mall was coloured red using synthetic iron oxide pigment, giving the whole road the look of one long red carpet. This is quite apt, as today The Mall plays a key role in Royal ceremonies and events such as State Visits, Royal weddings and funerals and, in Her Majesty Queen Elizabeth II's case, a whole host of Jubilee celebrations.
The route is closed to traffic on Sundays, public and bank holidays and obviously for the aforementioned ceremonial events. Busses cannot use it at all without special authority from the Monarch.
My wife and I walked down it for a fair way before a police officer on a bicycle rode up and told everyone to get on the pavement. I'm.sure they had their reasons for that, but I fear I shall never know what they were.
If you're in the vicinity I would urge you to visit The Mall.