The Grenadier is a public house in Belgravia, London. It was originally built in 1720 as the officers' mess for the senior infantry regiment of the British army, the 1st Regiment of Foot Guards, and located in a courtyard of their barracks. It was opened to the public in 1818 as The Guardsman, and subsequently renamed in honour of the Grenadier Guards' actions in the Battle of Waterloo.
Being secluded in a wealthy district of London, it was frequented in the past by the Duke of Wellington and King George IV, and continues to attract an elite clientele such as Madonna and Prince William. It is also said to be haunted by the ghost of a subaltern who was beaten to death for cheating at cards.
 
Interesting facts...
The pub is widely regarded as one of London’s most haunted; its core legend tells of a young grenadier officer (often called Cedric) who was caught cheating at cards in the cellar and beaten to death by his comrades.  Staff and visitors report footsteps in empty rooms, distant moans, sudden cold spots, and even an invisible cigarette that once burned a hand at the bar, allegedly “lit” by the ghost.  Apparitions are said to peak around September, taken as the month of his death.