Several authoritative references, including Pevsner, describe the winged female figures around the cupolas on the Apollo Theatre as angels.

Angels? With those legs, bare to the navel? Not to mention transparent blouses that leave nothing to the imagination, my dears. No, these lively lovelies are Muses. The pair at the left are sharing a book with some sort of writing on, and one of them has a harp (or, this being the Apollo, a lyre). They must be Music and Song.
On the right, the girl with the cheeky smile is brandishing a marotte or fool's bauble, so she must be Comedy. The remaining girl is pointing rather melodramatically at her foot, so she must be the muse of Tragedy.
The other surprising thing about them is that they are real stone - the paint job made me assume they were cast stone.
The Apollo was built in 1900 by architect Lewen Sharp, and the muses were carved by one T. Simpson.