It is said that, had he succeeded in invading London, Hitler would have spared the Senate House building so he could use it as his headquarters. If my plans for domination come to fruition, then you'll be able to find me in London's Natural History Museum.
Dubbed a cathedral to nature it is a startling and enchanting building which houses the UK's finest collection of natural specimens. It was completed in 1880 under the hand of the eminent naturalist Richard Owen. The design is a joint effort resulting by Frances Fowke, who died shortly after tendering his winning scheme, and Alfred Waterhouse, who subsequently took over the project.
The reason why I love it is because the building is encrusted with whimsical details. Sculptures of monkeys run around the Romanesque arches, pterodactyls sit on the facade and fish swim up stone pillars inside. It captures the Victorians' fascination with mother earth and their love of the sublime perfectly.
The Wikipedia article has a good section on this stunning building and links to more articles.