It's a Victoria Line Tube train fronted with historical signage to mark the 1967 stock making its last ever journey (Bloo Phoenix has more photos of its last journey and many other photographers were out in force).
I love that this "old" train is pulling into a station with a poster for "Lesbians" emblazoned across the platform. The 1960's meets the 21st century. Mary Whitehouse would have been so proud.
Update: Geofftech has made a video of the last journey of the 1967 stock, with passengers opinions of the new Victoria Line stock: