Please add references here to absolutely anything about Victorian London that you consider weird, disturbing, or generally shrouded in mystery. This should, once there are enough links, become the first stopping-point for inspirations for Shadows in the Fog games. Remember to mark links as Fictional or Invented, as appropriate. London is weird enough without our starting hares.
GogAndMagog -- why are there statues of two giants at TheGuildhall, anyway? Bearing in mind, of course, that some authorities consider Gog and Magog to be the names of two demons or genii forced by King Solomon to build the original Temple, a point that draws our attention over to Freemasonry?.
HauntedLondon -- there are more claims about ghosts in London than just about anywhere, rated by the square inch anyway. The TowerOfLondon? is of course chock-full of them, as you'd expect, but there are others.
LondonFog -- to be sure, there are lots of good explanations for the fog, but a real pea-souper was apparently so thick and noxious that it was somewhat dangerous to travel in, and furthermore you honestly could not see a thing. This fog has perhaps been the primary source of weirdnesses about London.
NicholasHawksmoor -- in Lud Heat, Ian Sinclair proposed that Hawksmoor's London churches form a giant Eye of Horus, a notion he connects both to the Ripper murders and to the fact that the Eye may be said to be looking away from the IsleOfDogs? (cf. Anubis?). In his novel Hawksmoor, Peter Ackroyd picked this up and ran with it, proposing weird Satanic cults in FinsburyPark? and the like.
RatcliffHighway -- back in the early part of the century, a hideous murder occurred along the Highway, near StGeorgesInTheEast (one of NicholasHawksmoor's churches, of course); the tale is told in lurid and horrible detail by ThomasDeQuincey?, in "On Murder Considered as One of the Fine Arts." It's worth noting that Williams, the murderer, was apparently buried under a crossroads with a stake through his heart.