The US class B airspace (around the busiest airports, where you will be treated to such things as 500ft vertical seperation from head-on heavy airliner traffic) does require specific clearance to enter, and they can say no (eg if your RT is sloppy or your intentions sound vague!), but I've never had them decline. Infact the other day, asked for and was granted clearance to maneuvre freely at 2000ft overhead downtown New Orleans for a few minutes just for fun...
What's it like trying to fly into or through the UK equivalent, Class A and would be the procedure for doing so? IFR flightplan?