See Haymarket, Virginia for the town by that name.
The Haymarket is a street in Westminister, London that runs from Piccadilly Circus to Trafalgar Square. It houses a number of high class restaurants, two major theatres (the Theatre Royal and Her Majesty's Theatre) and a cinema complex.
It is part of London's theatre district, the West End, and has been the location for a theater at least since the 17th century, when it housed one of the theatres that G. F. Handel staged his operas in.
The Haymarket runs parallel to Regent Street.