It wasn't actually a religious establishment, but rather a house built in 1879 at the height of Gothic Revival architecture's popularity. The home of William Abbott, a stockbroker whom we can safely assume was successful in his profession, it stood just off Kensington High Street, London. Naming it The Abbey was probably a play on his name.
(The pictures and information are from a fascinating site called The Library Time Machine, hosted by the Royal Borough of Kensington and Chelsea.)
In the entrance hall, you might have imagined you had been swept into a historical novel by Sir Walter Scott:
Subsequent owners -- Mr. Abbott died in 1888 -- seem to have been less enthusiastic about carrying on the Gothic style, or maybe it was simply out of fashion. The photo below was taken in 1924; the new inhabitants obviously went in for the mix-'n'-match approach to decor.
The Gothic arched window frames and detailing on the fireplace are still just visible in another 1924 photo, showing the "boudoir" (a term that has long since died and gone to architecture heaven), but the furnishings have left Queen Victoria's era far behind. "The interior looks more suitable for a P G Wodehouse comedy," the library's annotator, Dave Walker, writes. "Or if you had to have something supernatural a ghost story written by Noel Coward."
The Abbey met its end in April 1941 during an air raid. Walker says, "A German bomber was brought down and crashed into a roof. The crew bailed out and were captured. The next day troops were guarding the pieces of the aircraft."
The house remained a ruin for some years before being demolished. Sic transit gloria mundi.
Today the blah-modern Campden Hill Public Library occupies the site. In one of its meeting rooms the Society for Psychical Research holds lectures, a couple of which I've attended with no idea of the gloriously eccentric house that once stood there.