From the particularly good blog World War II Today,
the entry for 14 October 1940:

They had gone to the Tubes for safety, instead they found worse than
bombs, they found the unknown, terror. Women and children, small babes
in arms, locked beneath the ground. I can only visualize their
feelings, I can only write how it has been told to me, but it must
have been Hell. On top of this there came a cloud of gas. People not
killed outright were suffocated, the rest drowned, drowned like rats
in a cage.

http://ww2today.com/14th-october-194...m-tube-station


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jhk