I visited Billingsgate Roman House and Baths as part of Open House London. There was a small queue to get in, as numbers down to the remains have to be restricted but it passed quickly and we were given an interesting talk about the remains while we waited. First discovered in 1848, outside of the arrangements for Open House London they can be visited at only certain times between April and November, so do check their website before making a visit.
The remains are a Scheduled Ancient Monument and were uncovered during the construction of the Coal Exchange and then again in 1967-70 when the Coal Exchange and neighbouring buildings were demolished and the road widened.
The house was built sometime in the 2nd century when it would have been on the waterfront. The rooms were connected by a veranda with underfloor heating. The Bathhouse was added in the 3rd century with an open yard in front. The house probably ceased use in the 5th century. It is a rare survival of a building in situ in the City of London and for that alone is worth a visit.
You can fine more photos here.