I was also going to mention the Cabinet War Rooms. Also, before you go, take a look at
www.bombsite.org - It's a website showing locations of bomb damage from WWII (though it looks like it's not working at the moment)
When you walk up Exhibition Row to see the Science Museum, look at the stone walls of the buildings around you and how there are big chunks missing from the stone in places ... then go and look up that location on bombsite.org