Taking the underground to Nuremberg airport (I had to rebook to England three times), I was surprised to hear the voice saying ‘Next train to Airport’ – that is, the tube station Flughafen is translated into English. At the station itself, both versions appear on the wall.
Now here is the Hamburg Railway system with all the station names in English:
(via Christiane Bergfeld’s weblog Übersetzen und Literatur, doch nicht nur)
I remember when I studied German in London that we translated some of the London underground names into German. A fuller version is available at Vienna University:
Heathrow comes out as Heidenreihe, Hounslow as Hundslangsam and Ealing Common as Gemeinsames Aalen.