Hi Andyneck,
Usually, we use “at” before an address, and “in”/”on” before the name of a road.
Neverthelless, in some cases, when we are talking about long roads or streets, you can use “on”.
Example:
The bank was in/on Elm Street.
The bank was on Oxford Street.
In the same way, you can use “at” instead of “in” before the name of a street when referring to an institution or organization located in that street.
Example:
The Prime Minister and the President of the Supreme Court will meet today at Downing Street.
Finally, when we want to mean a financial institution: "on" + street.
Example:
Today, markets have returned to something more normal after the decision taken on Wall Street.
Regards,
José Manuel Rosón Bravo