h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

Aldwych is used for not only album launches, but pop videos as well.
Firestarter by the Prodigy was filmed in the tunnel just past the station, and apparently there is still quite a lot of glittery stuff knocking about from then.

And if anyone wondered what happens if they need to show people getting on and off trains in the same sequence then they either turn the train around mid-tunnel, or use the dead platform at Holborn that used to go to Aldwych.

There is lots of stuff here:

http://www.starfury.demon.co.uk/uground/

if you are interested

Its also rumoured as well that the Ministry Of Defence has private lines and stations that connect most of the goverment buildings for use in an attack.