[apl]

Cambridge has one on Regent Street. Good burger; you won't find a decent milkshake, though.

[buro9]

Bob Bob Ricard are somewhat OTT, but still their milkshakes are divine and rival what you can find in NYC: http://maps.google.com/maps/place?cid=5205391226741305498

Shame you have to go to a high class restaurant/cocktail bar for it though.