Elephant and Castle Tube Station

A young woman in dark clothing has been seen at this station; she enters a train and walks forward to the front where she vanishes. The sounds of someone running along the deserted platform have also been heard, as has a tapping sound, and doors slam by themselves. Passengers on the northbound train have seen a person sitting next to them, reflected in the glass opposite - but there is no-one there.

Link: The Londonist
Link: Shady Old Lady