I think the intro shot of the man on the street is around 177 Seymour Place with the camera facing north at the intersection with the A501 - we can see what I think is Abercorn School (formerly St Marylebone Grammar School) in the background. The building he enters has been demolished but the one on the corner is still there.
Also - when he leaves - he walks north to that junction with the A501 with the camera facing east as we can quickly see, at the very end of the footage, the arch of the side of the Landmark Hotel down the street
