Tube stations
Seeing as we've heard so many instances of people being hassled over this, here's the low down: non-commercial photography on tube stations is most certainly allowed - and if any busybody tries to tell you different, politely tell them to bury their head in part 10 of rule Sa109 in the Working Reference Manual:

10.1 Passengers can take photographs with small cameras for private purposes, provided flashlights and/or tripods are not used no obstruction or inconvenience is caused to staff and/or passengers.