Currently they are in Hampton Court Palace. I left just as they moved there from 25 Princes Gate, South Kensington - which overlooked Hyde Park, one of the major parks in London, of which there are many; and was just up the road from the Victoria & Albert, Natural History & The Science Museums, and The Royal Albert Hall, one of our main concert halls in London. The whole area was developed to be seats of scientific and artistic endeavourand also includes the Imperial College, one of the top London universities. It was also close to Knightsbridge & Harrods - we used to refer to Harrods as the 'corner shop'
and whenever anyone had a birthday, a couple of us would take money & orders and go to Harrods to buy Danish pastries for afternoon tea.
http://www.royal-needlework.org.uk should take you there, but it is being a nusiance to me at the moment.
Also - '1876 - In 1876, the Royal School of Needlework exhibited at the Philadelphia Centennial Exhibition. The excitement the school's presence generated there was so great for American needlewomen that it helped to establish the first New York Society of Decorative Arts ...'