"Ain't That a Lot of Love" by Simply Red (1999)
Underground stations: Outdoor scenes shot around the Underground entrance to Piccadilly Circus station on the Piccadilly Line and Bakerloo Line; interior Underground scenes shot at the Mornington Crescent tube station on the Northern Line
(Why is the Mornington Crescent underground station among the most famous of them all?)
Oh heck, as long as we're at it:
"Mornington Crescent" by Belle & Sebastian (live on The Music Show, BBC Scotland)
PS: Mornington Crescent. I win!