Tyburn was the London village and the cite of the Tyburn gibbet, a common execution site.
Richard Cromwell threatened the Second Doctor and Jamie McCrimmon with Tyburn gibbet. (PROSE: The Roundheads)
Sam Swift was to be executed in Tyburn. (TV: The Woman Who Lived)
Behind the scenes
Location information
Though it's possible that a real world location doesn't exist in the same geographic space in the Doctor Who universe, such cases are few and far between. Thus, the map to the right is probably a good indicator of the DWU location of Tyburn.