I also noticed the sound of the Underground trains when I was working in the bookshop's second-hand basement some years back, especially on those quiet days when there weren't many customers. I was never quite sure what line it was, as I don't know precisely where the various tube tunnels go in that area and which ones are deeper than others. I was surprised to hear them, as I thought that even the shallowest lines would be some way down, judging by the length of the escalators at the station.
When they built the Victoria Line, they managed to weave it in
above both the Piccadilly and the Northern (the latter being the lowest), whilst being sufficiently below the Met and Circle (and well clear of all the other stuff down there!) - so the Victoria is the shallowest of the "deep" tubes at Kings Cross. (The Victoria crosses the paths of the Picc and Northern; it runs more or less parallel to the SSLs where the Circle/Met platforms are, though tucks underneath their footprint slightly.) The basement which you and I know is pretty much on top of the cross passage and stairs between the platforms at the northern-most end of the Victoria platforms - it's where you arrive at the Vic Line if entering from the old Pentonville Road entrance. When my office was in the basement, I always knew that I'd overdone the night-shift a bit when I suddenly heard the first Victoria Line of the new day running underneath me. When the Victoria was built, the building's owners were paid for the loss of their "to the centre of the earth" subsoil rights with respect to part of the footprint of the building.
From the rear windows of the building, higher up, you can sometimes hear stuff on the southbound Thameslinks tracks when all else is quiet. When they abandoned the Kings Cross suburban rush-hour connection onto the City Widened Lines to Moorgate, necessitated by the alteration of the track level in the tunnels from St Pancras to the CWLs when the latter were electrified as part of the Bed-Pan [later to be Thameslink] electrification (1970s?) (meaning the junctions into the St Pancras route from the Hotel Curve and the York Road curve became out of kilter), I presume they didn't really seal off the openings from the disused Kings Cross route tunnels onto the St Pancras tracks. In the middle of the block the building's on, there's still a stretch of the old York Road curve's trackbed visible down through a grille where the trains vented back in the day [and now publicly accessible since redevelopment works allowed access to some of the inside of the block for new bars etc]; I guess that opening, where the old tunnel below leads to the former junction with the CWLs only a few yards along, is at least part of the source of the audibility of the Thameslink route trains.
Not quite the same thing, but there was a rumour when the new UCLH hospital was being built at the corner of Tottenham Court Road and Euston Road, they had to be very careful about building the deep foundations in the right place. The Linear Accelerator is located in the basement, and the rumour was that when it was working, the huge magnets would attract passing tube trains and pin them against the wall!
Hmmm - interesting... though one suspects that the shape of the magnetic field in a linac isn't quite right for that purpose...
Now for something which
isn't a rumour... When the British Library building was being built, next to St Pancras, it was of course fronting onto Euston Road, underneath which run the Circle/Met etc. An early version of the design of the building had one of the Reading Rooms proposed for a basement level at the front. Then someone wondered whether the sounds - through not that many feet of earth - of the trains running past every few minutes might disturb the concentration of the people using the Reading Room. So they paid a lot of money to a university Environmental Psychology department, and asked them to answer that question. The researchers involved couldn't believe their luck; they took the money, went away for a respectable period, and came back with the answer - "Yes". The building's planners then switched some of the Reading Room space for some of the book storage space...