About Vauxhall Overshadowed by the MI5 secret service building and newly built modern swanky apartment buildings along Wandsworth Road the southern side of Vauxhall bridge takes you towards Vauxhall Station (be aware here, especially at night). Having replaced the original James Walker’s cast-iron bridge, Sir Binnie's late 19th-century Vauxhall bridge design was completed in 1906. Representing industry and agriculture on one side, with the arts, education and Government on the other.