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1. Childs game played under the railway bridge (6,4)
2. Roger and Sean took us up this road(4,6)
3, Stiff upper lip found at this exhibition(7,6)
4. Terrified when visiting city cellar (6,7)
5. It's easy to slip in this passageway (9,4)
6. Speedy Thoroughfare (5,6)

1 might be Marble Arch

Bond Street

6 fleet street

5 might be petticote lane

Is it London Dungeon?

Thanks for your answers.
Just one more to find if anyone else can help

3. British Museum?

Thanks helena for that last answer

3 - Waxwork museum?