About Haymarket Located in the City of Westminster and joining Pall Mall to Piccadilly Circus. Haymarket is part of London's Theatreland and is home to two historic theatres: Her Majesty’s, whose present incarnation was built in 1897, and the Theatre Royal which was built by John Nash in 1820. In Elizabethan times, as its name suggests, it was used largely for the sale of farm produce, but, as London expanded, Haymarket became an entertainment district. By the late 1800s, cafes, ale houses, hotels and prostitutes began to appear, dotted around the area. Today it has shed its bawdy reputation and has become altogether glitzier with smart restuarants, bars and designer hotels.