If traveling by rail, passport checks (emigration-Schengen side only and immigration) happen prior to boarding in either Brussels (to UK) or at St Pancras (from UK). However there are supplemental checks on exiting in Britain where your documents will be re-checked.
If traveling by bus, your bus will likely drive onto a ferry in Calais, France that arrives in Dover, England. Passport emigration (Schengen side only) and immigration checks happen prior to boarding the ferry.