In For your eyes only the First Sea Lord and vice admiral informs the Minister of Defence, Frederick Gray, about the loss of their spy ship S:t Georges, in the Ionian sea. As an establishing shot the real Ministry of Defence was used. The headquarters, known as 'main building' are in Whitehall, on Horse guards avenue behind the old war office building in London.
Besides the fact that the facade has been given a good clean since 1981, the rest looks the same. It was originally built between 1938 and 1959.
The main thing different of course is the 'London Eye' visible to the left nowadays. This ferris wheel, once the tallest in the world, was erected in 1999 and is (unlike the ministry of defence) the most popular paid tourist attraction in the UK.
The same metal sign can be found on both sides of the entrance. The building itself is enormuos, and the best view point you get from 'London Eye'. The opposite (south) side of the building looks similar with the metal signs and same entrance, but it was the north side that was used in the film.
The northern entrance in Horse Guards Avenue is flanked by two monumental statues, Earth and Water, by Charles Wheeler.*
*information from wikipedia*