In case your luggage is really really big, and would be considered a trip hazard (in Odeon), then your nearest luggage storage area would be Charing Cross Station, where there is a Left Luggage station. It is open between 7:00 and 23:00, so you won't have access to your luggage between 23 and 7 at night meaning anything you'd need during night you have to put in a smaller bag which you have to bring with you to the cinema.
Also if you are arriving and leaving London via train or plane, other central stations in London have similar facilities as well, so it might be easier to drop them off at the station you are leaving from.
For prices check the link, where you can pre-book space for your luggage, it is not cheap though, as an overnight price for 24h storage is around £11.