Newgate prison appears to be in Old Bailey.
It was apparently built in the 12th century originally as part of the Newgate in the Roman Wall. It was extended many times, with additional extensions added over the centuries. This was all pulled down and rebuilt in 1422.
It finally closed in 1902, and was demolished in 1904; having been rebuilt by Sir Christopher Wren in 1672 after being destroyed in the Great Fire of London.
The Central criminial court (aka the Old bailey) is now on this site.