When applying for an immigrant visa for your spouse (called an IR-1 or CR-1), the first stage of the process is called an I-130 petition. This petition is filed with the United States Citizenship and Immigration Services (USCIS) which has two lockboxes - one in Chicago and one in Phoenix.* If the US Citizen spouse lives abroad, (s)he can file the petition with the Chicago lockbox.
However, depending on your circumstances, there may be a USCIS office abroad where you are eligible to file. Why would you want to do this? Wait times abroad can be much shorter at an international USCIS office than at a US-based lockbox.
At present, there is a USCIS field office in London where US Citizen residents of the United Kingdom can file an I-130 on behalf of a spouse. You must include evidence of your UK residency status with the petition. Please see the field office's website here for more information.
* To see the most updated instructions on where to file an I-130, please see the USCIS website here.