I just had one. I dreamt I was exploring the area around Praed Street in London, and I discovered an Underground station I'd never heard of before called "Bollow Hillhouse", served by the Circle and Hammersmith and City lines. I was perplexed as I couldn't find it on the tube map- not even on the one in the station.
The platforms were on quite a sharp turn, and it seemed to be situated in a kind of alley. There were about four or five platforms, all of which were occupied by various trains. There wasn't an Underground train in sight- there was a GWR 158 in one platform, a Southern 377 arriving in another, as well as a 455 and a GWR 800. Despite the activity I was the only passenger there, there didn't even seem to be anyone on the trains. Combined with it being nighttime the dream had a vaguely creepy atmosphere.
Without paying attention to where it was going I boarded a Southern 455. I couldn't see where we were going as it was too dark. The train never seemed to exceed more than around 15mph and navigated a lot of sharp turns. After about ten minutes we arrived at our destination- Brighton. Or at least it looked like Brighton. For some reason in the dream I recognised it as London Victoria.
The train was on a sort of raised bridge coming from beyond the buffers, and we descended and came down on top of the normal platforms. Once we navigated this descent we reversed into the proper platform, the bridge we had descended having seemingly vanished.
In my head I was thinking "wow, I didn't know there was such a quick shortcut from Paddington to Victoria!"
I then proceeded to spend the next twenty minutes trying to figure out how to get through the barriers at Brighton or Victoria or whatever alternate dimension I'd arrived at. There weren't any barriers at Bollow Hillhouse, although I had used contactless payment at a touchpad. There was nowhere to touch out here, just a load of really random machinery, including a vice and a buzz saw. Eventually a platform assistant arrived and he explained I had to take a blank metal ticket about the size of my thumb and grind it into dust using one of the devices. I was gonna explain to him that I didn't have this, until I discovered one had magically appeared in my pocket.
I did as he demonstrated and I was finally allowed out. On the concourse I verified that this was indeed London Victoria (even though it was clearly Brighton), before waking up.