At the same time, passers-by saw film crews and cameras as well as people dressed in protective clothing worn during crime scene investigations.
People on social media suggested the filming was for a BBC drama called Hard Sun – a pre-apocalyptic crime drama set in modern day London.
The series is by Neil Cross, the creator of the Idris Elba crime drama Luther, and will be filmed across the capital.
It stars Jim Sturgess and Agyness Deyn and is expected to air later this year.
According to one report on social media, filming at Shepherd's Bush will continue today (March 31).
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