Also: Lots of bits of district line.
(, Fri 1 Sep 2006, 12:47, archived)
Plus parts of the Circle line, Piccadilly line and East London line.
In fact, pretty much the only one that's entirely underground is the Waterloo and City...
edit: and almost all the Jubilee line north of Baker St and east of Canning Town
(, Fri 1 Sep 2006, 12:50, archived)