I saw an immature peregrine falcon, probably a fledgling with its first kill, in the street round the corner from me last summer.
I heard it before I saw it. Loud urgent screeching. It was on a high post next to a wall in a narrow mews, not the usual locations for a peregrine at all.
I realised immediately that it wasn't a sparrowhawk, and it took a moment to recognise the bird. It looked exactly like a peregrine except that the colouring was gingery brown instead of slate grey. Also the bands on its legs were paler, thicker and fewer then on an adult peregrine.
It had caught a bird or rodent (didn't get a good view the prey) and was tearing at it with its beak whilst shielding it with its wings (behaviour known as mantling) and screeching with excitement.
After a couple of minutes that seemed to last for hours it flew to a nearby tree, screeched a bit more and then flew away.
I phoned the London bird recorder and gave a description and was told that it was a pretty reliable sighting of a juvenile peregrine. Apparently they often make a lot of noise and get very excited when they make their first kill so this is probably what I saw.
I was on a high for ages afterwards for seeing such a wonderful bird in such an incongruous environment.
Peregrines have adapted quite well to city living. There are all kinds of ledges, platforms, nooks and crannies that resemble cliff-ledges high up among those tall buildings - perfect for nesting and often parks nearby and always feral pigeons galore - oh those yummy pigeons.

Woof