Aren’t there flight restrictions for LHR? If so, What are they, and if not, why do Continental, American, NorthWest, and Delta fly to LGW instead?!?!?!?!!?!? 
Flight slots between the US and LHR are governed by the Bermuda II Agreement. Only two carriers from each country (UAL and AAL from the US, BAW and VIR from the UK) are allowed to fly between the US and LHR; the rest have to fly to LGW or STN.
I’ve heard the two countries are currently negotiating an open-skies agreement to allow anyone who wants to purchase a slot at LHR (close to $40m each) fly between the US and LHR, but nothing has been finalized yet.