I found Amazing and Extraordinary London Underground Facts by Stephen Halliday very interesting. It is a little book - less than 140 pages of text - but packed full of interesting snippets. I hadn't appreciated how many Americans - both speculators and engineers were involved in the building of it. There were plenty of conmen as well as people who made it their life's work to get sections of railway up and running.
I can just imagine what it must have been like underground when the trains were steam! Definitely not good for people with breathing difficulties. There are no illustrations and it would have been nice to see some photographs but this is meant to be a stocking filler type of book rather than a definitive history.