Which Prime Minister was transported to his State funeral by London Underground?

In the United Kingdom, state funerals are usually reserved for monarchs. In addition a state funeral may exceptionally be held to honour a highly distinguished figure, with the approval of the monarch and with Parliament's approval of the expenditure of public funds).

David Lloyd George (died 26 March 1945) was not offered a State funeral.

The estate of Benjamin Disraeli (died 19 April 1881) was offered a State funeral but, in his will, Disraeli had made it clear that he did not want one.

Winston Churchill (died 24 January 1965) was given a State funeral: his coffin was transported by a specially prepared train -- not the London Underground -- to the final destination in Oxfordshire.

William Gladstone died on 19 May 1898 at Hawarden Castle, Hawarden, aged 88. The House of Commons adjourned on the afternoon of Gladstone's death, with A.J. Balfour giving notice for an Address to the Queen praying for a public funeral and a public memorial in Westminster Abbey. The day after, both Houses of Parliament approved the Address and Herbert Gladstone accepted a public funeral on behalf of the Gladstone family. Gladstone's coffin was transported on the London Underground before his State funeral at Westminster Abbey, at which the Prince of Wales (the future King Edward VII) and the Duke of York (the future King George V) acted as pallbearers.

The picture shows Marble Arch London Underground station around the time of Gladstone's funeral.