About the location (from Wiki):
Marble Arch is a white Carrara-marble monument at the junction of Oxford Street, Park Lane, and Edgware Road, almost directly opposite Speakers’ Corner in Hyde Park in London, England. The arch is on a large traffic island, which also includes a very small park, in the midst of swirling traffic. The traffic island is directly across from the Marble Arch tube station. The name “Marble Arch” also refers to the locality in west London where the arch is situated, particularly, the southern portion of Edgware Road. Historically, only members of the royal family and the King’s Troop, Royal Horse Artillery, have been allowed to pass through the arch in ceremonial procession.

The nearest London Underground station is Marble Arch on the Central Line. The area around the arch forms a major road junction connecting Oxford Street to the east, Park Lane (A4202) to the south, Bayswater Road (A402) to the west, and Edgware Road (A5) to the north-west. The short road directly to the north of the arch is also known as Marble Arch.

Movies shot at this location:
Pehli Pehli Baar song from Jab Pyaar Kissi se Hota Hai