St Mary's tube station, London

St Mary's stood on the District Line between Aldgate East and Whitechapel. It opened in 1884 and closed in 1938, later being used as a public bomb shelter during the war.

Wikipedia adds:

on 22 October 1940 the surface building was hit by a bomb and severely damaged. It was subsequently demolished and little evidence of the station's existence appears above ground today. The bricked-up platforms are still accessible to London Underground staff via an anonymous door off Whitechapel Road.

David Leboff has gone through that anonymous door to make a film about the station for the BBC.