A few hundred years ago Mayfair was mostly farm land, and the River Tyburn, now concealed below London's streets, ran through it. Its open fields were home to an annual 14-day May Fair centered on what is now Shepherds Market.
Whilst it was initially for the sale of live stock, the fair soon expanded to include booths dedicated to 'mirth and merriment' including theatres, jugglers, boxers, gambling tables, puppeteers and sausage stalls. It was also frequented by Tiddy-Doll, the famous French gingerbread maker who became a well known character in London. The fair was banned in 1708 due to the fair's revellers "relentless boisterousness and disorder".
Local architect and developer Edward Shepherd was commissioned to develop the site, completing it in the mid 18th century, with paved alleys, a duck pond, and a two-storey market, topped with a theatre.