Take tube.

You set off at a brisk pace into the cold, night air, like so many other visitors to London who don't realise quite how mad people who take the tube at this hour can be. Shortly, you come across the welcoming glow of an underground station. Hurrah! It's not been roped off by the police!

You can:

Have second thoughts and walk to your hotel instead.

Wait a couple of minutes in case a taxi appears. Hey, stranger things have happened.

Go inside and take a train, it's freezing out here. Not that it'll be any warmer on the train, mind.