Cinnamon

Must admit that I've not been out for a while to any, so my info is more than likely out of date.... BUT... I used to enjoy the Lady Luck Club, which I'd be surprised if it wasn't still going. Other than that, the London Burlesque Festival is a good fun weekend. A good point of reference is always the Ministry of Burlesque website which has an events calendar and I doubt you'll struggle to find some tongue in cheek action