The Foreign, Commonwealth and Development Office (FCDO) is the United Kingdom’s ministry of foreign affairs, responsible for diplomatic relations, development aid, and consular work.
The main building stands on King Charles Street, Whitehall, and is one of Victorian London’s grandest government structures. The building was designed by Sir George Gilbert Scott envisioned a “national palace or drawing room for the nation.” The structure is built in the Italianate (neo-classical) style, with lavish decoration to impress foreign dignitaries. Though Scott preferred a Gothic design, he was directed by Prime Minister Palmerston to pursue a classical approach.
The watercolour above is on King Charles Street Arch. It links the Foreign Office with the Development Office
 
Interesting facts....
It was almost demolished in the 1960's. A public outcry and recognition of its architectural significance led to its Grade I listing and eventual restoration.
The street and arches are often used for filming spy movies, including Skyfall, Spectre Darkest Hour and the Good Shepherd. Even the 'not so spy movie' Fast and Furious 6!