My knowledge of the divisions of London is rather vague. If a church is wrongly listed here, please let me know!!

Westminster on Wikipedia.
 

All Saints, Margaret Street. From an old postcard, Steve Bulman's Collection. Link.

All Souls, Langham Place. © Bill McKenzie. Link.

The former Christ Church, Lancaster Gate. According to this link, the main body of the church was demolished in 1978, leaving only the tower and spire. From an old postcard in Reg Dosell's Collection.

Emmanuel Evangelical Church. © Gerard Charmley.

Methodist Central Hall. © Bill McKenzie.

Notre Dame de France (French Catholic) on Leicester Place. © Gervase N. E. Charmley. Link.

Orange Street Congregational Church, on Orange Street, was first built as a French Reformed Church, which was demolished, and the present building dates from 1929. © Gervase N. E. Charmley. Link.

St. Anne, Soho. © Bill McKenzie.

St. George, Hanover Square. © Bill McKenzie.

St. James, Piccadilly. © Bill McKenzie.

St. John, Smith Square. © Gerard Charmley. Link1. Link2.

St. Margaret. © Bill McKenzie. A view from 1915, from Colin Waters' Collection.

St. Martins-in-the Fields, St. Martins Lane. 177 TQ 300 805. © Bill McKenzie. An old illustration dating from 1916, showing the church's setting in Trafalgar Square. From Colin Waters' Collection. Another view. © Roger Hopkins. Interior view. © Dave Westrap. Link1. Link2.

St. Paul, Knightsbridge. © Bill Henderson.

Salvation Army Citadel, on Rochester Row. © Rob Brettle.

Westminster Abbey. © Bill McKenzie. An old postcard, franked 1906, Bulman Collection. Another view. © Aidan Thomson. Link.

Westminster Catholic Cathedral. From a postcard franked 1907. Collection of Mrs. Marion Allen. Another old postcard view, this one from Christopher Skottowe's Collection. Link.