About Marylebone Although part of Westminster, Marylebone somehow retains a distinctively small-town atmosphere, with small shops, pubs and restaurants. The name dates back to the 14th Century. When the parishioners demanded a new church be built. This was called St Mary’s by the Bourne – abbreviated to Marylebone. With the infamous feature of the district’s history has to Tyburn Gallows. First built in 1388, these gallows were the main site for London’s public executions for more than 450 years. Madame Tussaud's and the Planetarium are located on Marylebone Road and for fans of Sherlock Holmes this is where you will find Baker Street. Nearby is Regent's Park, Camden Town and Little Venice.