On The Street Where They Walked

 a photo of Farringdon Street from London Round (1896)

detail of map from Baedecker's London and its Environs (1889)

The first Vault was located in Thavies Inn which I believe was somewhere in the map. I need a more specified street guide of the late Victorian London. Anyway the Baedecker is a good starting point to make an armchair-exploration of the Capital of British Empire.