"Piece by Piece" by Feeder (2001). This video was originally made for the song "Suffocate" (1998). In 2001 when the album Turn was released in the UK, "Piece by Piece" was released in Europe with this video. Howzat for versatility?!
Underground stations: Maida Vale on the Bakerloo Line (underground scenes) and Goodge Street on the Northern Line. Which means that to escape the robot, he takes the Bakerloo to Charing Cross and changes to a northbound Northern Line train. It's a little bit of an out of the way detour. But that's always good strategy when being pursued by a robot.
(Notice, of course, it does him absolutely no good.)
Underground stations: Bank Station on the Central Line, Northern Line, Waterloo & City Line and the Docklands Light Railway, and the disused platform 5 at Holborn on the Central Line and Piccadilly Line.
"Turn Back Time" was featured on the soundtrack for the 1998 Gwyneth Paltrow/John Hannah movie Sliding Doors, a dandy London movie that's one of my favorites: a mix of fantasy and romance, and of course the London Underground:
Sliding Doors also features my favorite London bridge, the Albert Bridge. Which has nothing to do with the London Underground at all. But it's a beautiful bridge, and a lovely scene:
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