The Spectator's Dot Wordsworth points out a mildly annoying Americanism that is creeping into the Queen's English:

We are fast adopting the American habit of saying on Victoria Street instead of in Victoria Street. There might be a Nightmare on Elm Street, but we British still have a house in Half Moon Street and buy a joint at the butcher's in the high street.

That explains why Americans always look askance when you ask them if they've been in Jeffries Passage. To say nothing of Upper Ramsbottom.

Incidentally, does one go up Upper Street or down it? 

I'm not too annoyed about this Americanism, as it made me google a bit and stumble upon a website of rude or silly British place names. My favourites include:

Percy Passage, London
Nether Wallop, Hampshire
Ugley, Essex
Upper Dicker, East Sussex
Snatchup, Hertfordshire
Shingay cum Wendy, Buckinghamshire
Old Sodom Lane, Wiltshire
Dicks Mount, Suffolk
Three Cocks, Powys
Friars Entry, Oxfordshire
North Piddle, Worcestershire
Mincing Lane, London
Scratchy Bottom, Dorset
Tosside, Lancashire
Lickers Lane, Merseyside
Hill o'Many Stanes, Scotland
Titty Ho, Northamptonshire
Shitterton, Dorset
Sandy Balls, Hampshire
Twatt, Orkney

Hypothetical conversations include: "Where are you from?" "Twatt." "Alright, mate, I only asked." "Where are you from?" "Scratchy Bottom." "Great. If you'd like to walk this way..." "I only wish I could."

The list doesn't include Old Queen Street, where The Spectator's offices are. Whether you go on it, in it or up it is up to you.