Staff at Soho production company, MJZ, filmed the pair and posted the video on
YouTube, reports the Sun.
The Sex and the City clip has already received thousands of hits from all over
the world on the video sharing site.
A producer at MJZ said she was shocked to look out from her 2nd floor window
and spot the pair engaged in their sunshine romp.
She said: "I was working away and looked up and saw this bloke and a girl in
the doggie position going at it on top of a building across the road.
"I couldn't believe it, I started laughing and shouted to a couple of my
colleagues and then one of the girls grabbed a camera and began filming it."
During the 30-second clip a male voice says "this is insane" before a female
screams "how can they not think everyone's looking?"
The MJZ staffer added: "It was brilliant afternoon entertainment but I bet they
are regretting it now. They are the laughing stock of London."
It is believed the pair were on top of the Windmill Theatre building in Great
Windmill Street but their identities are unknown.
The Windmill International, an upmarket table top dancing club in Great
Windmill Street, denied their staff were involved.