Green’s Dictionary of Slang

the Cider Cellars or Evans’s supper rooms and singing saloon in London.

1854		Thackeray Newcomes I 242: Bellew has seceded, and seduced the four best singing boys, who now perform glees at the Cave of Harmony.
1859		G.A. Sala Twice Round the Clock 338: We will go sup at Evans’s [...] We descend a flight of some steps, pass through a vestibule, and enter the ‘Cave of Harmony.’.
1864, 1867, 1870		Hotten Sl. Dict.
1938		(ref. to mid-19C) W. Matthews Cockney Past and Present 84: Colonel Newcome’s disgust at the song which he heard at one of these Caves of Harmony [i.e. the Coal Hole or Cider Cellars] must have been well justified.