Locomotives were fitted with condensers to reduce fumes, but "venting off" was still needed in open-air sections to relieve the condensers and keep the tunnels free from smoke.[1] In this upmarket area, the railway company hid this unsightly practice from residents. The false façade also maintained a continuous frontage along a prestigious terrace.
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In the 1930s, a hoax was played on guests who were sold 10 Guinea tickets to a charity ball at Leinster Gardens, only to turn up in evening dress to discover the address was fake. http://en.wikipedia.org/wiki/Leinster_Gardens
There's also a very good user photo there.