Glasgow Subway

It opened in 1896, and is the third oldest subway system after the London Underground (January 1863) and the Budapest Metro (May 1896). Originally, it was a cable railway, but was later electrified. However, its one circular line has never been expanded. To this day, it is one of only three underground railways in the UK outside London. The other 2 are the Tyne and Wear Metro and Liverpool's Merseyrail. Unlike the London Underground, Glasgow Subway is not policed by British Transport Police.

http://en.wikipedia.org/wiki/Glasgow_Subway
http://www.spt.co.uk/subway/
http://urbanrail.net/eu/gla/glasgow.htm
http://www.clyde-valley.com/glasgow/under.htm