In this related question (Definite article with proper nouns, titles followed by a common noun), the OP asks if it is grammatical to use the definite article before phrases like Advanced programming in Java whitepaper and Microsoft Office 2010 product. The accepted answer by @Kosmonaut was:
Yes, it is. This is because the "Advanced programming in Java" whitepaper phrase forms a syntactic unit, with whitepaper as the head of the unit. The definite article for a phrase always corresponds to the head of the phrase, so using the definite (or indefinite) article for these phrases makes perfect sense and is correct English.
My question is whether the same answer applies to phrases like Heathrow Airport, Hyde Park, Waterloo Station, Edgware Road and Parliament Square. I ask becase it seems to me that airport, park and station, etc. sound like they are part of the proper noun itself, and not simply a common noun. Moreover, I think the head of the unit in these cases would be the place name (first noun) and not the place type (second noun). If that's true, then I assume that no definite article should precede these phrases. Is that correct?