Ludgate Circus and the adjoining hill of the same name sit on the outermost edge of the original Roman settlement of Londinium. The wall that ran around the settlement had six gates built into it; the gate that stood here was named after King Lud, who ruled pre-Roman Britain around 66 CE. The gate was renovated in the sixteenth century and enhanced by sculptures of King Lud and his sons. Because if there's one thing that would enhance a gate, it's a sculpture of bloke called King Lud and his kids. Unfortunately, the city was caught in a wave of Puritanism, and the heads of the statues were quickly chopped off by vandals. The heads were replaced when Queen Mary took the throne.
The Ludgate was demolished in 1760, and like its big brother Piccadilly Circus, there was never an actual circus here. It used to be a circular junction, hence "circus." Riveting, isn't it?