Naked is a very good shout.
There is also, more recently, "London to Brighton" which is a bit grubby and falls away as a film once they get to Brighton, but some strong bits early on.
You've also got classics like "Nil by mouth", again quite heavy but if you liked Naked... One of my fave English films.
The early hitchcock with ivor novello, blackmail (?) is also very good and very London.
As is his later one, frenzy, but again, it's quite a tough watch. Like hitch trying to be a bit Don siegel or Sam peckinpah and it's too much.
Babylon also a good shout? Different vibe entirely but all set in Brixton.
Performance is a classic London film, I always find you need to be in the right mood for it, I enjoyed it a lot last time I watched it, quite recently. Cos I'd just been reading all about the writer.
I'm sure there's loads more... That godard one with the stones?