Wednesday evening is Carols in Montagu Square from 6pm. We went last year and it was a lovely atmosphere, with the choir from Wetherby singing and lots of opportunity to sing along. There was also mulled wine and mince pies and it really got us into the festive mood.
Thursday evening there are carols in Connaught Village - I have retweeted the link on my Twitter feed so do have a look if you'd like to join the fun.
This weekend is the St Cyprians Christmas Fair just north of the Marylebone Road. It is also the Monocle Christmas Fair.
Do let us know if there are any other fun festive events happening around the Marylebone area!