Info from Wikipedia
The Hammersmith Palais de Danse, in its last years simply named Hammersmith Palais, was a dance hall and entertainment venue in Hammersmith, London, England that operated from 1919 until 2007. It was the first palais de danse to be built in Britain. In 2009, it was named by the Brecon Jazz Festival as one of twelve venues which had made the most important contributions to jazz music in the United Kingdom.
The Palais occupied a large site on the A219 at 242 Shepherd's Bush Road, London W6, near the circular system under the A4 Hammersmith flyover.