Pictures of a steam train on the tube!
http://www.bbc.co.uk/news/uk-england-london-21003259
It must have been very smokey, and dirty, underground when they were all steam powered........ 
They used condensing engines which were standard steam engines, but they had extra pipework that took the exhaust steam away into the water tanks. There was however still an amount of sooty exhaust that filled the tunnels, which were usually vented, but then came the electric units which dispensed with all that much to the relief of the London passengers!

Strangely enough the London Underground did continue to use steam engines, in the form of ex-GWR, ex-BR Western Region Class 5700 0-6-0 tank engines, until 1971 for shunting duties. I believe 13 such engines were used from the late 1950s to 1971, and were numbered from L89 to L99. L90,94,and 95 all worked until 1971. Six of the ex-LT engines went into preservation.
