Grimes Alley was located between King and William streets, connecting Bourke Street and Little Bourke Street to the east of Gresham Street. It no longer exists today. The lane was probably named after the surveyor Charles Grimes. In 1803, Grimes, Acting Surveyor General of New South Wales, led the first expedition of Europeans up the Yarra River. Businesses located on Grimes Alley included a grocery store run by David Moyes in 1860 and a supplier of dairy utensils in 1920.