I was in Bayswater last night and the walk from Bayswater Tube Station on the District and Circle Line to Queensway Tube Station on the Central Line takes literally 1 minute and maybe 100 Metres walking along the path. These surely must be the two closest Tube stations when walking distance is taken into account. However if you search for it, there are lots of articles that have no mention of this - they all mention Leicester Square and Covent Garden. But this is because they are on the same line and the time it takes for the Tube Train to travel between the 2 stations is very short but the actual distance and time taken to walk between the two tube stations is far greater. Even the articles that mention the 'Tube Walking Map' smack of lazy journalism because they only give walking distances between tube stations on the same line. So if you look at that map the walking time between Queensway and Bayswater is Queensway to Notting Hill (8 Mins) + Notting Hill to Bayswater (10 Mins).