According to "London's Lost Rivers" by Tom Bolton, the River Fleet, now the Fleet sewer & no longer visible, runs underneath Kings Cross station. It says the curved front of the Great Northern Hotel follows the line of the former river bank.
The railway that we now call Thameslink, was built along the valley of the River Fleet, and the sewer now runs below Farringdon Road & Farringdon Street passing Farringdon & City Thameslink stations en route. It flows in to the Thames below Blackfriars road bridge.