I can only boast the evidently run of the mill James/O'Grady sightings, but my missus can add a couple of interactive encounters;
Being very nearly run over by Michael Caine last week as his Jag pulled out of Lafone Street.
Being chatted up by Daleks near the GLA building (last year I think) . She was walking past the building minding her own own business when she was understandably shocked to find herself face to eye-stalk with her childhood nemesis. Shock could very easily have been replaced by lasting trauma when it spat "Hello darling" in it's familar ring-modulated voice and then threatened to exterminate her if she didn't go to lunch with it. There were three of them, either filming or doing some promotional thing. If the boldest of them hadn't opened it's hatch to reveal it's grinning (mercifully) human operator she'd probably be in therapy even now.
Not exactly a celebrity, but Mr Fabhat and I saw Lionel Shriver being photographed in the Garrison - she was wearing very strange white plastic shoes, and as usual with most female celebrities, was tiny in real life.