Southwark Cathedral has two or three models of the area at various periods in time including one which shows how Winchester Palace in Clink St would have once looked.
Also, the Rose Playhouse host talks and lectures covering various aspects of the area on Monday evenings and is open to visitors on Saturdays. Check their website for details at http://www.rosetheatre.org.uk
The local studies centre at the John Harvard Library has a great photographic archive including photos of Bankside and other parts of the borough. (the Local Studies Library is closed on a Wednesday).