In the item on Rivers in London used as Literary Allusions, it is
said that the Tyburn flows in a pipe through Sloane Square
underground station. This is a mistake - the river in the pipe
is the Westbourne, which rises near Westbourne Grove, flows
through the Serpentine, then goes underground to Sloane Square
(through which it is conveyed in that pipe) and finally emerges to
flow into the Thames at the eastern end of the Royal Hospital
gardens.
In July 2002, another e-mailer (Diana Clements, a geologist) disagrees in part:
Just to correct you on the source of the Westbourne: It rises from
springs in the Hampstead region where the permeable Bagshot Sands
and slightly-less permeable Claygate Beds on the top of the Hampstead
Heath overlie the impermeable London Clay. Springs gush forth from
both these junctions to feed the Westbourne, Tyburn, Fleet, Brent and
others on the north side. The Westbourne then flows down through the
Westbourne Grove area. It probably got its name from being on the
'west' of the 'bourne'. Nicholas Barton in his 'Lost Rivers of London'
gives a good description with a map detailing the route. You are quite
right about Sloane Square!