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Which is correct?

I travel on the underground/subway to work.

I travel in the underground/subway to work.

I'd choose the first option as we say on a bus/tram/street car.

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related: on a project vs in a project – Matt E. Эллен Jan 28 '12 at 10:08
related: on orbit vs in orbit – Matt E. Эллен Jan 28 '12 at 10:08
You already seem to know which one you want to use. I don't see any value in this question, it's not usefully different from the others. – Matt E. Эллен Jan 28 '12 at 10:48
up vote 5 down vote accepted

You can use by with most forms of transport. You can say you’re going by land, by air, by sea, by car, by train, by ship, and by underground. You can also travel, or be, on a train, on a bus, on a tram and on the underground (note the change of article). You cannot, however, normally travel, or be, on a car.

(In and on, and also by, are not articles, but prepositions.)

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NGram says we Brits go on the underground twice as often as by the underground. Or we go by tube. – FumbleFingers Jan 28 '12 at 15:47
All the above, but under the boardwalk. :-) – MετάEd Jan 29 '12 at 0:43

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