I had something stange happen to me back in the summer. I have a choice between central, circle or bakerloo to get to work, the quickest journey being southbound bakerloo to embankment and jump on the circle/district.
So i get off at embankment (2nd/3rd carriage) and go through a doorway, turn right, up a dozen steps and turn left up the single eescalator. So one morning I go through the doorway, right, up the steps turn left to go up the escalator but its not an escalator its a long thin passage.
naturally i think I have got off at the back of the train and gone through a different doorway so i go back down onto the platform and sure enough I chose the rignt one. By now everyone else has cleared and I go back up and I'm there for 20 seconds bewlidered, thinking i'm in a time slip or parallel universe.
Eventually I notice a bit of the wall thats boarded up, its the escalator, its being repaired, the long tunnel (which I have never noticed before) goes to the northern line and up to the circle.
I was very freaked out for a short while, and the underground is certainly the freakyest place to get freaked out. If there is a candidate for hauntings then the underground has to be no 1.