Here is something left over from the Papal Visit: when the Holy Father came to Hyde Park on 18th September, there was a a group of traditionalist young people organised by the LMS and Fr Armand de Malleray FSSP. Fr de Malleray said Mass for them in the nearby Tyburn Convent; here is a photo; it is a bit grainy but the lighting must have been difficult. There are a few more here.
This is the crypt; I blogged about the main chapel not long ago. Tyburn convent stands near the site of the 'Tyburn Tree', the tree-legged gallows where more than a hundred recognised Catholic martyrs were executed during 'Penal Times'. The site of the gallows is marked on a traffic island; here is a photo from Wikipedia.