The Central London - Cretaceous Anomaly was an Anomaly linking an unknown location in Central London (apparently near Baker Street Plaza) in the present day to the Late Cretaceous period.
It was the first Anomaly to open up when Convergence started. A Tyrannosaurus rex came through and rampaged through London, before being neutralised by the Anomaly Research Centre team. The Anomaly presumably closed with all the others that opened around the world for Convergence, when the New Dawn Machine drained their energy to create a massive manmade Anomaly. (Episode 5.5)