During the film, Terence Morgan is seen standing on the platform of Belgravia station next to an advert for the film The Shakedown (1960), a film in which he himself stars.
There isn't a Belgravia station on the London Underground.
Belgravia is accessed via Knightsbridge, Sloane Square and Victoria London Underground stations. Contrary to what the film portrays, there is no actual Belgravia station on the London Underground.