From the most popular wine bars
The Ebury Wine Bar is in the street of the same name, in Pimlico. Pimlico has a good assortment of restaurant and places to go like this and it's a 5 minute walk from Victoria Underground Station and train station. The Ebury is a classic of the street and one of the most popular wine bars in the city with over 40 years experience and a selection of wines from around the world. Normal wines cost 12-30 pounds/bottle, then there is a more exclusive menu. There is a set menu at noon until 14:30 and for pre-theater 6-8 pm. Two dishes costs 15.50, three are 18.50, then there's a bar menu that's available all day, it's a little more expensive but generally you only order a plate of cheese or sausage to accompany the wine.