I went to breakfast this morning in Alfred’s Club, one of those mysterious private clubs in Mayfair.   It occupies premises just behind Bourdon House, which used to be Mallett’s and is now Dunhill, with its own humidor downstairs.   Little is known of Bourdon who was the first lessee of the house in the early 1720s.   It’s presumed that he was Lieutenant William Bourdon who had been in the foot guards and was a Justice of the Peace, but the name was only attached to the house in the 1860s.   It’s the closest one can get to eighteenth-century Mayfair.