The part of the western wall which fell crashed through the wall and roof of the neighbouring Royal Avenue Theatre (now the Playhouse Theatre) in Northumberland Avenue which was being reconstructed at the time.
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The original station building was built on the site of the Hungerford Market by the South Eastern Railway and opened on 11 January 1864.
On 15 September 1968 the 9:50 Charing Cross to Hastings was diverted along the Edenbridge line, but was surrounded by flood water at Edenbridge railway station.
Marylebone was chosen because Charing Cross, which was the station actually used for the transportation of troops, looked too modern and it was decided that Marylebone looked most authentic for a 1915 setting.
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The station is adjacent to Victoria Embankment Gardens and is close to Charing Cross station, Embankment Pier, Hungerford Bridge, Cleopatra's Needle, the Royal Air Force Memorial, the Savoy Chapel and Savoy Hotel and the Playhouse and New Players Theatres.