Underneath a bridge on the back way to the Tate, it has 'Bankside' written in large letters, he came and made the i into a y, making 'Banksy'.
The council have repainted it, but you can still see the remnants of the y >_<
Jake did a project on his work i believe, i'll try and get him to take a look at this... Might rekindle the old trials flames :(