This is actually Aldwych Underground station, on the Strand. It’s no longer operational, but it is used for filming movies and TV shows sometimes. I’ve never been inside, but maybe someday… (Occasional tours are available — one is coming up in a few weeks — but they’re not cheap.)
For a year or so in the early 1990s I commuted through there to go to lectures. It still had the original (1907) lifts, lovely old wood-and-metal things; it was losing money anyway, but the likely cost of replacing them was what finally tipped the balance for closure.