 Covent Garden , and especially the market , have appeared in a number of works . Eliza Doolittle , the central character in George Bernard Shaw 's play , Pygmalion , and the musical adaptation by Alan Jay Lerner , My Fair Lady , is a Covent Garden flower seller . Alfred Hitchcock 's 1972 film Frenzy about a Covent Garden fruit vendor who becomes a serial sex killer , was set in the market where his father had been a wholesale greengrocer . The daily activity of the market was the topic of a 1957 Free Cinema documentary by Lindsay Anderson , Every Day Except Christmas , which won the Grand Prix at the Venice Festival of Shorts and Documentaries . 
