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The design and construction of this prison stretched from 1799 - 1821 and passed through many hands: Jeremy Bentham, William Williams, Thomas Hardwick (father of Philip), John Harvey and Robert Smirke. 

Tate Britain and the Royal Army Medical College (now Chelsea College of Art and Design) buildings now occupy most of the site, bounded roughly by the river, Vauxhall Bridge Road, Regency Street and Vincent Street.  As well as the three bollards other prison remains include: part of the perimeter ditch - running south off Cureton Street, to the west of Wilkie House; granite gate piers and a granite bollard - all at the entrance to Purbeck House Hotel, High Street, Swanage and viewable on Google StreetView.  This 1894-6 map just shows a blank where the prison was.

Ross Corben has provided this link to a 2006 Archaeological Survey of part of the site. View from the Mirror has an excellent post with pictures and maps.