Historical version 2 of Category Haberdashery (view current version)
John Lewis, Oxford Street has a reasonable haberdashery department, probably your best bet out of the Oxford Street department stores.
Kake found this place on yell.com and went to check it out:
Trimmings Direct
4, Grandville Place
London
SW6 2HB
Tel: 020 7384 1248
Streetmap for Trimmings Direct
but it turns out to be a mail-order business, not a shop, and it's closed until at least December 2003 in any case.