>>2476531Yep they're one of a series of bunkers built under the Northern Line, which runs North to South pretty much across the entire width of London. The bunkers were constructed at grade to or slightly lower than the existing tube stations, and many of them do actually connect directly to their functional counterparts.
The initial plan was that, given the large material cost of building such structures, they could all be linked up after the war to form a high-speed underground rail network allowing commuters to quickly travel through London without the AIDs of needing to stop at tube stations which are literally a 10 minute walk apart on the surface. Unfortunately (or indeed very fortunately for us bold explorers), these plans never materialised, and most of the shelters are now used for things like server farms, document archival and, in one case, underground hydroponic farming.
picrel is the plans for one of the shelters in South London, however all of the shelters were constructed to a similar design.