Grindlay's Warehouse was the storehouse for special items collected by the Star Chamber.
Amongst the items were the books and journals of Sir Richard Francis Burton and the Liber Sanguisugarum. It was burned to the ground in the spring of 1861, destroying everything. However, the Liber Sanguisugarum survived since it was at the Ashmolean Library at the time. (PROSE: The Book of the War)