Saville Theatre, 135 - 149 Shaftesbury Avenue, Holborn, London
... the Saville was often used as a concert venue when in the 1960s Brian Epstein took over the Theatre and it played host to the likes of The Bee Gees, The Who, Jimmi Hendrix, Pink Floyd, Fats Domino, Gerry and the Pacemakers, Chuck Berry, Elton John, and the Beatles whose 'Hello Goodbye' promo, which is now available on the Beatles Anthology, was filmed at the Saville Theatre.
http://www.arthurlloyd.co.uk/SavilleTheatre.htm