I think it's Shepherds Bush...those houses in that episode are just like the ones in Shepherds Bush......I think the road my be St Stephens Avenue, which does exist in Shepherds Bush.
There's a couple of scenes on location in this episode. It's the one where Harold's moved out because Albert's supposedly long lost Australian son has turned up.
Near the end, both Albert and Harold are walking through what would appear to be quite a run down area of West London; which has either been gentrified or perhaps pulled down altogether.
There is a street sign on a wall, I can make out W2 or W12? And I think it says St Stephens?
I think it's Shepherds Bush...those houses in that episode are just like the ones in Shepherds Bush......I think the road my be St Stephens Avenue, which does exist in Shepherds Bush.
Update to my previous post...it could be St Stephens Gardens W2....just had a look at Google Streetvie and it has the same type of houses, although I don't have a copy of the episode for reference, just going by memory from when I saw it on TV yesterday.
Have a look at the junction of St Stephens Gardens and Shrewsbury Road W2 on Google Streetview for comparison.