The London Palladium is located on the south-eastern side of Oxford Circus, on the east side of Argyll Street and opposite Little Argyll Street. The nearest tube station is Oxford Circus.
Directions to The London Palladium from Oxford Circus Tube Station: Take the Central, Victoria or Bakerloo line to Oxford Circus Tube Station. Follow the signs to 'EXIT 6 - Argyll Street' and on reaching street level turn left into the pedestrianised section of Argyll Street (walking away from Oxford Street) towards the shop Liberty's which should be facing you in the distance at the end of Argyll Street (a black and white tudor style building). The London Palladium is on the left hand side approximately 80 metres down the street.
If you leave the tube station via another exit and end up actually in Oxford Circus just look for the shop 'Tezenis' which faces onto Oxford Circus - Argyll Street and the London Palladium are just behind it.