Old Bailey, London.

Actually called The Central Criminal Court of England and Wales, Old Bailey is the name of the street it's on. This was the site of the notorious Newgate Prison.

The old bit of the current building was built in 1902 and designed by Edward Mountford, and the new bit in 1972 by Donald McMorran and George Whitby.

This is the second place that I have photographed in the children's rhyme Oranges and Lemons. See here.

The Old Bailey appears in fiction many times, including:

In Dicken's Tale of Two Cities Charles Darnay is put on trial here.
In the film Patriot Games Sean Miller is tried here for attempting to kidnap the Princess of Wales
In the graphic novel V for Vendetta the place is destroyed.
The Monty Python Court Charades Sketch was filmed in the Old Bailey which leads into the Spanish Inquisition sketch.