Eight O'Clock Walk
One of the screenshots for this film clearly shows "Holtham Rd". This was in St John's Wood, just east of Kilburn High Road station. It no longer exists, having been covered by the Abbey Road Estate development. It can be seen in the 1898-99 map on the following web page:
For a modern-day aerial view, see:
The nearest street is Bolton Street to the south. No photos I'm afraid, though I'm sure some of the streets featured must remain.