The Royal Opera House has a tea dance once a month:
http://www.roh.org.uk/whatson/production.aspx?pid=6825
There is a tea dance at the Waldorf hotel once a month too (last Sunday of month I think) but I believe that is mainly Argentine tango.
http://www.dancesport.uk.com/articles/waldorf.htm
I haven't been to either but both venues sound interesting and typically British.
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