One of my favourite London street names is “Bleeding Heart Yard”. It’s just off Hatton Garden, right at the edge of the City of London – and not far from the Barbican, where I used to live. Its unusual name stems from a particularly grim London legend.

The land was given to Sir Christopher Hatton by Elizabeth I. When he married, his wife’s dances became a high-point of the social season. One night, as a great ball was in progress, a black-robed man with a twisted hand threw open the doors to the ballroom and walked among the dancers until he found Lady Hatton; first, sweeping her into a dance, then leading her from the room.

Suddenly, there was a crack of thunder and a flash of lightning… and the assembled company heard a piercing scream from outside. Rushing to the aid of their hostess, the party were able to find no trace of her… except for her still-beating heart in the courtyard.

Lady Hatton, so the legend goes, chose to dance with the devil – and paid for it with her soul.