Neil wrote the fantastic Neverwhere a dark fantasy with loads of Tube related themes - real Barons at Barons Court, the dark Angels of Islington, people living in an alternative subterranean world partially populated by King Rats and travelling around on those "Special" London Underground trains with the windows blacked out.
The Guardian are totally behind his campaign and are giving a way a free book of short stories this weekend which includes a scary story set on the Piccadilly Line.
For those who want non fiction spooky Tube Tales there's Underground London by Stephen Smith, Peter Ackroyd's London Under and Railway Ghosts by J A Brooks. Supernatural Steam also by J A Brooks isn't Tube related by if you're a railway enthusiast is is full of strange steam railway sightings (the latter two are super cheap on Amazon as they're pretty old).
I'm sure I've missed other scary Tube, train or London Transport reads and feel free to leave your suggestions in the comments.