I am tracing my family tree and have managed to find a number of Caen's in London between 1820 - 1990. The fmaily seems to have resided mainly in Westminster - up until 1880 and then moved south across the Thames to Southwark and Lambeth.
I especially interested in Henry Caen born c1845 in Westminster who went on to marry Sarah Ann Goodfellow. One of thier sons' - Henry Thomas ( my great grandfather) went on to Marry Alice Spinks in St Martins in the Fields in 1896 before starting their family in Holborn and later moving to Christchurch Southwark where by Grandmother Alice Caen was born in 1902
Please get in touch if you have any more info