I was once in a production of "Me and My Girl" - loved doing it, especially The Lambeth Walk. And there is a street called Lambeth Walk, very close to Lambeth Palace, the London residence of the Archbishop of Canterbury.
But it probably owes at least some of its story to the earlier comic operetta, "Ruddigore", by Gilbert & Sullivan, aka "The Witch's Curse" - first performed in 1887.
Both M&MG and Ruddigore include a scene where the ghosts of the ancestors of the family step down from the portraits on the walls: an interesting scene to conjure up for any producer/director!