I'm trying to wrack my brain for a club on Brimble Hill, but can't place one, there is an old pub (or was when we left over 5 years ago) and also houses that could have started life as something else.
Fairly near the corner of Devizes Road, Moormead Road and Brimble Hill there is a Working Men's Club. To try to explain what I mean, driving down Devizes Road, en route for Swindon, you get to a T junction, to the left (towards Swindon) is Moormead Road and to the right is Brimble Hill. Devizes Road and Moormead Road are the A4361, whilst Brimble Hill is a B road (B4005).
According to Wikipedia the Working Men's Clubs were formed around 1862 so it is possible the address refers to a working men's club.
Lizzie