It's called the Memorial to Heroic Self Sacrifice and it's located in the Postman Park in London.
It was first proposed by George Frederic Watts in 1867. The idea that there were a large number of people that did heroic acts of self sacrifice and were going to be forgotten.
Most of the entries range from 1900 to 1931. Some of the heroic acts are: A person gave up their life belt and went down in a sinking ship.
A man saved a stranger from drowning and drowned himself. Another got fatally scalded in searching for his mate.
From 1931 there wasn't an entry until 2009, when a man saved a boy from drowning. Check the source for a complete list of entries.