The Caligula Club is a twisted, exclusive club that caters to the deviant desires of London's richest most elite members - including some associated with the occult and royalty.
In Hellblazer #52 , Marston (a member of the club and twisted fuck himself) introduces John Constantine to the club prior to informing him that a member of the royal family is possessed by the spirit of Jack the Ripper and is bent on picking up where he left off, which is exactly what he does.