A friend saw this movie that was all in a London subway, so we figured it was Creep (2004?), but that wasn't it. He said that is was the same general story, but totally different plots. Apparently the one he saw only showed whatever was chasing them at the very end and it had weird wings or something...?
Anyways, we were wondering if there was another movie more like the one I described. I looked up Creep on IMDb, but there no other ones that fit the description