In Great Peter Street, a stone’s throw from The Thorney Island Society’s archive up St Ann’s Lane, there is a plaque commemorating the site of the gasworks of the world’s first public supply of gas from coal.
This is only part of the story though. There were actually two huge gas holding tanks next to the company’s head office and the whole complex stretched from Great Peter Street to Horseferry Road. The Gas Light and Coke Company expanded rapidly eventually to become the company we know today as British Gas. 
It was all due to a German called Frederick Winsor (née Winzler) using disputed French patents.  On 4th June 1807 his carbonising furnace in Pall Mall dispatched gas along small pipes to illuminate gaslights in the nearby Carlton House, the home of the Prince Regent and a new industry was born.  
There had been instances of individual factories or houses using gas as a source of energy but these were one-offs. The kudos for creating widespread public lighting from a single central source must be given to Frederick Winsor.
In May 1808 he issued a prospectus to raise money which gives a clear idea of his project, “providing streets, squares, and houses with gaseous lights, by means of conducting tubes underground from distant furnaces, on the principles as houses are now supplied with water“.
The gaslights in Pall Mall burned brightly until recently when they were replaced as part of 'improvements' to the neighbourhood. But there are thousands of working gaslights in central London. The nearest ones are in and around St James’s Park.
Winsor died in Paris where he also worked and was buried in the Père Lachaise Cemetery but he is remembered by Winsor Terrace near Beckton Gas Works in east London as well as the gas lights that still light up parts of central London to this day.