Pretty much all long distance trains going through London have first class sections. Most commuter trains (the Underground included) don't though, but I guess i

Pretty much all long distance trains going through London have first class sections. Most commuter trains (the Underground included) don't though, but I guess it is more because they are crammed enough as it is, not because people wouldn't pay. However, the metro in Dubai has both a woman's section and a gold class section (it's the same as normal, but you need to pay more), so it can work in places.