1) Whilst on the train, you should always say sorry if you bump into someone in any way, even if it wasn't your fault (touching their foot slightly does count). Otherwise, you will appear rude. (This rule is sometimes more lenient during rush hour, since contact is unavoidable.)
2) Never play music that can be heard outside of your earphones - even if it's just the beat. People WILL give you The Glare.
3) Never read someone's newspaper over their shoulder. That's just rude. Even if you crane slightly, they can always tell.
4) It's odd if someone other than the train driver (i.e. a passenger) vocally asks people to move down further inside the carriages.
5) You may smile/laugh/exchange irritated looks/complain with a fellow passenger only if there is shared joke (i.e. someone is talking very loudly or there is a holdup on the train). Otherwise, this is seen as an invasion of privacy and maybe just 'a bit too friendly'. (Only on New Year's Eve is this mildly acceptable)
6) You must never stand stationary on the left side of the escalator - this is the walking lane and is reserved for those who are energetic or late. The right side is the standing lane, so move over.