This is a pun on a London street. Kensington Gore is a short stretch of the longer road called Kensington Road, which goes from Knightsbridge to Kensington in the inner west of London.

North of Kensington Gore is Kensington Gardens, between Alexandra Gate on the east side and Queen's Gate on the west side. The south side of Kensington Gore contains the Royal Geographical Society building opposite Alexandra Gate, and the Royal College of Art opposite Queen's Gate. Between these is the Royal Albert Hall.

I don't know why it's called Gore. In place names this usually comes from an Old English word for 'spearhead' and thus 'triangle': so a triangular patch or one arm of a triangle. But with the modern layout of the West End and Kensington Gardens, there is no visible triangle for it to be part of. -- Oh okay, thanks spiregrain. There is another bit round the back of the Albert Hall.