Clapham South has a preserved wartime deep-level shelter beneath the London Underground station.
The shelter was constructed during the Second World War as part of a programme of deep shelters intended to protect Londoners from air raids. It lies below the Northern line station and was built in large cylindrical sections, with long parallel galleries designed to accommodate many people.
The shelter was not simply an ordinary Tube platform. After the war, parts of the deep-shelter network were used for other purposes, including accommodation and storage. Clapham South’s shelter is particularly notable because guided visits have allowed the public to see its tunnels and wartime features.
Goodge Street and Chancery Lane also have wartime associations, including uses connected with military communications and headquarters. Bethnal Green is remembered for a disastrous wartime crowd crush, but it is not the preserved deep-level shelter identified by this question.