Fanfare and Firkin, Great Marlborough Sreet. - although not strictly Marlborough Street (the only Marlborough Street in London is in South Kensington which a bit off the beaten track) I am presuming that it only became great after the publication of the Monopoly board game and nobody bothered to change it. This pub has only recently converted to a Firkin pub in the last year or so, before that it was one of those horrid West End boozers that entice tourists in with offers of authentic English cuisine.
Head back to Oxford Circus and walk up Regent's Street, All Bar One is on the left-hand side.