”In 1744 John Cartwright of the parish of St. James, gentleman, leased a plot of ground on the east side of Windmill Street to Thomas Higginson of St. Giles in the Fields, gentleman, for ninety-nine years. The lease was granted in consideration of the charges and expenses which Higginson 'hath already been put to in erecting and building the Tennis Court and Vaults' which were then nearing completion. The ground had a frontage of 49 feet and a depth of 116 feet. (ref. 11) It has been said that the tennis court had been 'attached to a gaming-house called Piccadilly Hall', (ref. 53) but the lease makes it quite clear that in 1744 it was an entirely new-built structure, and the ratebooks indicate that the site had in 1742 been occupied by half-a-dozen small cottages.

Thomas Higginson remained in occupation of the tennis court, which had the second highest rateable value of all the buildings in the street, until 1761. Later occupants were Mary Rogers, 1763–8; James Ashley, 1769–83; Robert Handy (Hendy), 1784–92; William Quentery, 1793–1803; and William Tyler, 1805–16. (ref. 5)

During the 1820's and two succeeding decades the tennis court was used as a circus, a theatre and a venue for miscellaneous exhibitions and entertainments. […]

During the 1840's the building was used by John Dubourg as an exhibition room for his mechanical wax works and his 'Grand Centrifugal Railway'. (ref. 63) The premises were often referred to as 'Dubourg's Theatre of Arts' but in 1846, when he presented a programme of tableaux vivants representing historical scenes, he called the building 'The Ancient Hall of Rome'. (ref. 64)

In 1842 the freehold of the building, the ninety-nine-year lease of which was about to expire, was bought by (Sir) John Musgrove of Austin Friars in the City of London. Seven years later the latter leased the exhibition and other rooms for twenty-one years to Robert Bignell, wine merchant, who had been Dubourg's partner or employee. (ref. 11) By 1851 Bignell had opened assembly rooms there called the Argyll Rooms, (ref. 65) a name presumably taken as a reminiscence of the famous rooms in Argyll Street whose career had come to an end in 1830 […]” (Ch 3 – ‘Great Windmill Street Area’)

“ARGYLL ROOMS. THIS place was originally a large house purchased by Col. Greville, of sporting notoriety, and converted into a place of public entertainment, where balls, concerts, masquerades, and amateur plays were much patronized by the haut ton. In 1818, the Rooms were rebuilt in handsome style, by Nash, at the north corner of Little Argyll-street, Regent-street, and contained a splendid suite for the above purposes: they were burnt down in February, 1830, when Mr. Braithwaite first publicly applied steampower to the working of a fire-engine; it required eighteen minutes to raise the water in the boiler to 212º, when the engine threw up from thirty to forty tons of water per hour to a height of ninety feet. The premises were rebuilt, but not upon the same scale as heretofore. .

At the Argyll Rooms, June 9, 1820, Signor Velluti, the contralto singer, gave a concert. In the same year, M. Chabert, ‘the Fire-King,’ exhibited here his power of resisting the effects of poisons, and withstanding extreme heat. He swallowed 40 grains of phosphorus, sipped oil at 333º with impunity, and rubbed a red-hot fire shovel over his tongue, hair, and face unharmed. Sept. 23, on a challenge of 50l, Chabert repeated these feats, and won the wager; he next swallowed a piece of burning torch; and then, dressed in coarse woolen, entered an oven heated to 380º, sang a song, and cooked two dishes of beef steak! Still, the performances were suspected, and in fact proved, to be a chemical juggle” (22).

(Under London Labour and the London Poor - Prostitution in London): "The Argyle Rooms were once a small public-house called the "Hall of Rome," where tableaux vivants and poses plastiques found a home and an audience; but energy and a combination of causes have made it the first casino in London".

The site also contains information about the venue under 'Entertainment and Recreation - Dancing - Argyll Rooms'