This took place last Saturday. A huge crowd processed from Westminster Cathedral to the Brompton Oratory, reciting the rosary and singing Marian hymns. I was not there and have seen no estimate of the number of people taking part, but from the pictures that I have seen I would guess that there were 2,000.
The blog of the chairman of the Latin Mass Society includes many pictures, and there are some video clips on the blog "That the bones you have crushed may thrill". It is very impressive.