Theater in London where Maxwell Smart and Agent 99 are to contact Agent 37 for instructions on how to locate and capture an American gangster known as 'The Scar.'
According to a passing bobby, the Palladium is two blocks east of Scotland Yard.
In the event, Max and 99 encounter and eliminate The Scar without needing to make that contact.
[Mentioned, Episode #70: "That Old Gang of Mine". See London Palladium at Wikipedia.]