The World's Greatest Classical Music Festival. The BBC Proms is a classical music festival held every summer at the Royal Albert Hall in London, and in recent years has explored an innovative series of Proms around the UK with concerts in all four nations. Its aim: to bring the best in classical music to the widest possible audience, which remains true to founder-conductor Henry Wood’s original vision in 1895. Whether you are a classical connoisseur or think classical music isn’t for you, there is something for everyone in the eight-week stretch of concerts.