Bedford Prison, Jail or Gaol.  It is not the one John Bunyan was held in but a later building, started in 1801 and last upgraded in the 1990s.
<a href="//commons.wikimedia.org/wiki/User:Simonxag" title="User:Simonxag">Simon Speed</a>
<span class="int-own-work" lang="en">Own work</span>