My colleague, Joseph Candido, mentions the following sites:
Southwark Cathedral (Shakespeare's brother's grave) along with (he thinks)
the graves of Marston and either Beaumont or Fletcher, as well as of
Lancelot Andrewes. The Shakespeare window isn't Tudor, but it's fun.
Westminster Hall (where More had his trial).
The Guildhall (other Tudor trials).
The Golden Hind on the Bankside near the Globe.