Mix together Worcestershire sauce, horseradish, salt, catsup and eggs in heavy duty mixer. Add onion and celery, mix well. Add ground beef and beat hard until light. Remove any fibrous material from beater and discard.
Add mushrooms and stir to combine. Shape into loaf and place in loaf pan. Top with bacon. May be prepared the day before. Drain any liquids that accumulate overnight.
Place on a foil-lined cookie sheet on middle rack of oven. Bake at 375 degrees until nicely browned on top and knife inserted in center runs clear, about 1 hour 30 minutes. Part way into cooking, start draining liquid that accumulates. A turkey baster works well to accomplish this.