Romford is Underworld's spiritual home. It's a suburb of London, about 30-45 minutes from the middle of town. I used to live there, and almost exactly 10 years ago I wrote a comparison of Romford with "Ringroad" for the Dirties who wanted to know more about the place. You'll find at least one underworld 'locale' there:
http://www.lxnen.com/RingRoad.html Looking back 10 years later I'm struck by how bad the original iPhone's camera was, and the fact that one of the locations i photographed actually ended up appearing in the RingRoad video a year or so later.
Only after I moved of Romford out did I find out that I bought my second hand TR909 in a (long gone) music shop about 100 yards from Lemonworld.
If you want to make a pilgrimage, change from Underground to surface rail at Stratford late at night to experience the "Everything's going West, nothing's going East" feeling, and possibly spot both a dark train and blood on a tissue on the floor of a train too.