I'm surprised that they don't move more buildings - I guess it is fabulously expensive. When I was a child I remember that one local building was moved to allow a road to be widened ( http://www.engineering-timelines.com/scripts/engineeringItem... ). I've never heard of a UK building being moved since.
There used to be a show in the US about moving houses - generally they were wooden houses and moved a mile or so to either a new part of town or another town. I think the huge wide (and pretty empty looking) roads helped - I can't think of many cases where you'd be able to do similar in the UK due to the narrow roads. Plus I'd rather move a wooden house than a brick or even a stone one.
Legend has it my uncle bought his house for $1, cut it in half, paid the town to stop traffic for a day, and moved it a few blocks.