We had a very brief argument about this a month or so ago; Barry Salter
said they did, i said they didn't, and Clive threatened to excavate as
much of north London as was necessary to find out.

This is not an authoritative answer, but i did finally notice that
according to Quail, they do cross, and the crossing is indeed a little way
south of Harringay Green Lanes; probably too far to build a station with
interchange, though.

There is also the diagram of Finsbury Park station at
http://www.geocities.com/Athens/Acro.../ltfinpark.gif which shows
that north of the station the Victoria Line climbs over the Piccadilly Line
and so is on the west of it. Therefore if you accept the diagram is
accurate there has to be a crossing of the lines sooner or later.