The group then headed to Hatton Garden, an area famous for its diamonds, in search of treasure. Again, the band was unfortunately told to leave immediately.
The new series, which is a prequel to Robert Louis Stevenson's Treasure Island, begins tonight (14 July) on History.
EdenCancan devised the PR stunt.
UKTV's Yesterday channel conducted a similar stunt in January, where the English Civil War Society dressed as the 17th century Roundheads and crossed London's Millennium Bridge.
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