Interred beneath a Moorish cupola next to a churchyard, The Bathhouse is one of London's more esoteric venues, with original decorative tiling, candle lighting, and a menagerie of animal skeleton prints. Victorians came for the Turkish baths and vapors; new Elizabethans descend the circular steps for Grey Goose vodkas, Asahi on tap, and DJs inside a giant birdcage. Reserve a table for Thursday's cabaret-and-supper night, which grooves to '50s swing and rock 'n' roll; Friday is Caligula, where an angular, gayer clientele are marshaled by Club Kids alum Larry Tee. Lady Gaga, Nick Cave, and even Bill Murray have shaken their tail feathers here.