The Horse Guards is the official headquarters of the Household Cavalry Mounted Regiment, the squadron that makes up the Life Guard of the monarchy.
This site used to be the tiltyard of the Palace of Westminster in the sixteenth and seventeenth centuries. The Tudor dynasty held extravagant jousting tournaments on this site that were reportedly attended by thousands of spectators. The tiltyard was also used for fireworks and bear-baiting matches. Not simultaneously.
The first building on this site was constructed in 1641, after the tiltyard was closed for what historians have called "some serious disturbances." Don't ask. The first House Guards was built in 1665 and torn down in 1748 after the building deteriorated to such a degree that soldiers and horses were in near-constant danger of being crushed by falling debris. I think I've used those builders.
Construction on the Horse Guards seen today began in 1750, and the Queen's Household Cavalry moved into the building five years later. In the ensuing years, two areas of the Horse Guards gained a reputation for the, shall we say, "non-military activities" that took place there. The first was a cockfighting pit uncovered in the basement; the second was a public coffee house that attracted prostitutes. You know how they adore lattes. Police often arrived on the scene to settle disputes and disorder, only to be turned away by the military. The coffee house finally closed in 1850.