Did you know that "possibly the most famous haunted house in London" is 50 Berkeley Square? The effects of a spectral visitor were vividly described in a letter of 1871 ("Her eyes were fixed, with a stare of expressive horror, upon a remote corner of the chamber"), though the most likely explanation is Empty House Syndrome (EHS).
In the Bank of England, there is a black nun who searches for her brother, hanged for forging cheques. In Islington, the "unruly spirit" of Richard Cloudesley caused tremblements de terre in the eponymous square.
And there is plenty beyond the supernatural in Roud's round up of oddities. "Clouds of tiny flies" emerged from the living bodies of sugar porters in Silvertown. Mayfair is named after a notorious festival: "I never in my life saw such a number of disreputable rascals." So what else is new?