The attached picture comes from a book entitled "Britain at war - unseen archives" a collection of Daily Mail photos from the Home Front. It is amongst others concerning the first US troops to arrive in the UK. The Jeep carries a "CD" plate and british civilian registration - could it belong to an Ammerican "mission" prior to their entry into the war? I have asked this question on a vwhiclw related thread where I fond that the jeep isw an early Ford GP (predecessor of the GPW)
I believe that there were two companies of US Marines attached to the US Embassy in London between 1939 and 1941 - some of whom undertook Commando training in Scotland prior to America's entry into WWII
I can tell you that my money is on that picture being took on the south bound side of Park Lane with Hyde Park in the background. Incidently The American Embassy isn't that far away from here at Grosvenor Square assuming its the same one from WW2.