That would be a safe bet since Bill Bailey is in it that was (is) also in every other QI episode. I don't think he's bothered much with moving anywhere
BTW: "Black Books" (2000): Filming Location: Leigh Street, Bloomsbury, London, England, UK (IMDB)
P.S.: Added it to my DLs too... I only have 1st series and have completely forgotten about it. Cheers Jynks