My friend's Aunt Sally was in a queue and this Middle Eastern-looking bloke in front of her dropped his wallet. When she gave it back to him, he told her to avoid central London on Saturday because something big might happen. Tell as many people as you can.
That's a British version of a durable urban legend. On this side of the sea, a terror-wary friend of mine once warned me about the dangers of staying in Baltimore one weekend; I assume alternate versions exist for Youngstown, Selma, and Duluth. Snopes has collected some more variations, some of which predate 9/11, and it notes that traces of the tale may go back to the Middle Ages.
According to the BBC, the U.K.'s former Home Secretary treated it as a serious piece of intelligence:
An entry in his newly-published diary reveals how he had spoken to an old school friend, who had heard the story involving the return of a wallet to an Arab man and a warning not to be in London on 11 November.
"I immediately registered the significance of this," Blunkett wrote at the time. "The 11th of November is Armistice Day, the one day in the year when all leading politicians from the three parties, the Queen, other members of the Royal family, and the leading personnel of the armed services are in the same place at the same time—a known time, in central London.
"I decided that I should at least tell Tony Blair as it was absolutely clear that nobody had fully thought through the significance.
"We agreed there was no way we could possibly cancel Armistice Day, but we were certainly going to have to take increased precautions."
In other news, President Bush has cancelled an appearance in New Orleans for fear that someone will steal his kidneys.