Where does "The Last Night at the Proms" take place?

Explanation

The Royal Albert Hall is a concert hall in London, completed in 1871. The Royal Albert Hall is located by the Kensington Gardens. It is best known for its annual promenade concerts, which are concluded with "The Last Night at the Proms". The Royal Albert Hall is not only used for classical music, but also often for other large musical events. Its oval arena can accommodate as many as 9000 visitors.