From the Wikipedia page 
St Clement Danes was a civil parish in the metropolitan area of London. Much of the former parish is now occupied by the site of the London School of Economics, in the extreme southeast of the City of Westminster.
It took its name from the dedication of the church of St Clement Danes. It is recorded in the early 12th century as parochia Sancti Clementis ecclesie Dacorum or 'the parish of St Clement's church of the Danes'. The name suggests there were Danes living in the area, to the west of the City of London.
The parish consisted of two separate sections, both fronting the River Thames. The main part was in the east adjacent to the City of London and the western detached part was located between the Precinct of the Savoy and the parish of St Martin in the Fields.