Green’s Dictionary of Slang

Delphi n.

also Delphy
[abbr.]

the Adelphi Theatre, the Strand, London WC2.

[UK](con. 1840s–50s) H. Mayhew London Labour and London Poor I 446/2: Will you go to the ’Delphy to night?
[UK]J. Ware Passing Eng. of the Victorian Era.