I visited london before coming to US two years back. I took a visit visa from Nepal and flew to London. I am visiting again this September for a week before I go Nepal. There are three visa consulate office in US- Chicago, Los Angeles and Newyork. Just apply to nearest office through mail. Check in the embassy office for a list of documents. It shouldn't be that much difficult. But it also depends on  your status in US. I think that a student will be questioned more than a permanent resident of US. 

Good luck to you.