The Marquee Club, London - Probably the most famous Music Club in Europe. The list of Artists who performed there is Amazing and this Site makes fascinating reading. Cream, Pink Floyd, The Who, Animals, David Bowie etc. Peter Green's Fleetwood Mac performed on September 5th 1967 and Fleetwood Mac on August 30th & 31st August 1971. There may be more appearances, I have not checked. Shape Of The Rain appeared on November 17th 1971.
http://www.themarqueeclub.net/1971