......Oranges and lemons, Say the bells of St. Clement's!
Surviving due to London's heat island effect, here are some of the citrus trees that grow in London's gardens. Please contact me if you know of any others! Uncovered, in-ground plants only, please.
1. The 'Queenie' grapefruit tree in the Chelsea Physic Garden. For further details see 'World's Northernmost Fruiting Grapefruit?'
2. Unknown Bangladeshi variety in Bethnal Green - probably a pummelo variety, Citrus grandis. Private front garden - Google Maps location here (note latest streetview image is dark - use history!)
3. A grapefruit in Balham, South London. Reported and photographed early 2019 by Clive Lundquist.  GoogleMaps location at 1, Hydethorpe Road.
4. A seedling orange in Shepherd's Bush
The coldest nights in southern England normally occur under clear skies and with little wind. In central London the heated buildings and stored heat in bricks and concrete counter these conditions. The map shows how central London can be about 6C warmer than the outskirts. This is known as a 'heat island' effect.
Very rarely, however, a strong easterly airflow becomes established carrying cold air from Siberia. In Winter this has become known as 'The beast from the East' and residual warmth from the heat island is rapidly carried away. This happened at the end of February 2018, when temperatures remained below freezing with strong winds for almost four days.
These conditions are the hardest for any outdoor citrus to survive in London.

The first two photos show the tree in good condition with fruit in May, 2016.
A couple of years later, shown on the right, it has clearly suffered considerably from the 2018 'Beast from the East'.
Page created 4th March 2019. Added info 18th May 2019.
4. Unknown variety growing at 33, Winchester Road, Edmonton, London N9. Reported and photographed by Ahmet Kemal in May 2019.
Left photo is from Google StreetView. Captured in May 2018.

Edmonton is towards the edge of the London heat island effect, but this tree is clearly protected by being close to the house. Nonetheless, it is surprising to find such a tree thriving and fruiting here. It would be interesting to know the variety and if this is a seedling or grafted. I will try and find out!