There is a nice article about the Borourgh Market in the current (April/May) issue of SAVEUR magazine. I was at the market on a recent visit to London and was VERY impressed. It is near the London Bridge underground stop and Southwark Cathedral. If you go, be sure to check out the entire area surrounding the market, as there are a lot of good food things going on around there. You are also not far away from the Globe Theater and the Tate Modern, so you can make a day out on the South Bank of the Thames. However, I believe the market is open just Fridays and Saturdays.