This is a club, which means that the bar may be only open to members.

Founded in 1862 because the other service clubs of the period were all full! The name comes from its previous premises at 94 Piccadilly which had In and Out prominently displayed outside to direct vehicles.

The house was originally built in 1679 and rebuilt in 1728 following a fire. During WWII it was used as the headquarters of the Free French forces.

Membership now is described as being for ladies and gentlemen who respect service traditions; and officers of the Armed Forces. The front entrance has a strict dress code but there is a less formal back entrance leading to the more relaxed areas of the club.

Clubroom facilities include dining, banqueting, a gym, business centre, swimming pool, and a courtyard for summer parties. The three bars are named the Long Bar, the Canning Room, and the Goat Bar & Brasserie; the latter doubling as the TV room. Cask ale is available in The Long Bar and the adjoining Canning Room but not in The Goat.

There is a strong programme of club events including three formal dinners to celebrate the battles of Waterloo and Trafalgar, and the club foundation date. The Club also hosts Den Norske Klubb, the Norwegian Club founded in May 1887, a meeting place for Norwegians living in London.