A bomb was thrown into the famous long bar of the club; one steward was injured in the blast, the only casualty of the attack.

[1] In 1996, the club purchased its current premises at 4 St James's Square, designed by Edward Shepherd in 1679 for Anthony Grey, 11th Earl of Kent and the former London home of Waldorf and Nancy Astor from 1912 to 1942.

To perpetuate its traditional nickname, the words "In" and "Out" were painted on the two flanking columns of the portico of the house.

In 2011 Cambridge House, in disrepair, was acquired by property tycoons David and Simon Reuben.

It also provides a home for the Fleet Air Arm Officers' Association and the International Wine and Food Society.