The sentence (Don't you think we went to London?) is grammatical, as is your suggested alternative (Don't you think we go to London?'). But the different tenses convey different meanings.
For sentence one you can imagine a situation where two old friends are discussing a world trip they made 30 years before and are trying to remember if they visited London as part of it.
For sentence two you can imagine two friends are discussing a planned world trip and are not sure whether London will be on the itinerary.
As an aside, it is interesting to note that the question: Don't you think? very commonly introduces an oblique criticism or suggestion:
- Don't you think you're being a little silly?
- Don't you think it's time to eat?
- Don't you think it needs a bit more salt?