Wembley Stadium was a stadium located in London. Circa 996, it was known as "Wemba's Lea", the land belonging to the Anglo-Saxon lord Wemba. (IDW: They Think It's All Over)
The Fifth Doctor took Peri to the 1936 FA Cup Final at Wembley soon after she met the Doctor in Lanzarote. There, they watched Arsenal take on Sheffield United, and the Doctor tried to educate the young American in the sport of football. (ST: The Church of Football)
In 1969, the Eighth Doctor, Sam Jones and Fitz Kreiner confronted the 'Revolution Man' at Wembley Stadium. (EDA: Revolution Man)
In 1979, the Tenth Doctor dropped off Rose Tyler at the ABBA concert at Wembley Stadium. (DW: Attack of the Graske)
The Eleventh Doctor tried to take Amy Pond and Rory Williams to a soccer match at Wembley Stadium in 1996, but accidentally took them to the same site in 996. (IDW: They Think It's All Over)