I didn't actually go to most of the Feburary 15, 2003 London Anti-War Protest, but I caught the tail end of it in Piccadilly Circus (which is basically a square, no clowns or elephants). They were cleaning up, and people were heading home when I got there.
What amuses me about this picture is how you have this big line of police, and here I am taking a picture from behind the line. :) Actually, there were quite a few people still behind the line. The police were just shepherding new arrivals onto the crosswalks.