The Banqueting House in London is the only remaining component of the Palace of Whitehall, which was destroyed by fire in 1698. The Banqueting House is a 1622 addition to the original Whitehall Palace, which was first built around 1240.
Right now the Banqueting House is most famous for the execution of Charles I in 1649. He stepped out of a first-floor window onto a scaffold upon which he was beheaded. The actual window no longer exists, but the location is roughly above what is now the visitor’s entrance.
The Banqueting House is currently under the protection of Historic Royal Palaces. It costs just £6.00 to go in, which is quite reasonable.