In order to build a believable environment for your players, don't concentrate on the fantastic and far-away. Create the things that you know they will see every day.
For example: in a fantasy environment, it's likely that there's some kind of deity belief system, with perhaps an organized priesthood and a number of significant churches. However there's no point, as Keeper, in trying to design the equivalent of Notre Dame straight away, not unless you want that to be the very first thing the characters see. It's more likely that, as a random bunch of ne'erdowells wandering the wilderness in search of fame and fortune, they'll encounter the local priests and churches first, or perhaps a few shrines. If those are the things they will see every day - probably have already seen, day in day out for as long as they've been alive - then design those first. Have a template in mind of the typical church or shrine, so you can describe one each time the characters march past it. Or, if you intend to set an encounter in a ruined or desecrated church, you can describe what's wrong, giving the characters an obvious clue as to what might happen next. In Christian iconography, for example, an inverted cross is an instantly recognizable symbol of evil; instantly recognizable in pop culture anyway, even if its actual meaning is something different. What, in your fantasy religion, carries the same metaphysical weight? Is it a color? A symbol? Perhaps a holy statue is turned so it faces, not the promised land, but the gates of Hell?
These are all things that build a world, and make it seem real to your players. Not places, or palaces, but the little things that they see every day. These things go to make up everything they have ever known up to that point. These are also the things which, when they are wrong or out of place, immediately warn them that something bad is about to happen, or has already happened.
Now let's talk about London's Underground.
London would be impossible without some kind of public transport. People couldn't move, couldn't work, without it. Yet the Undergound, in all its creaking, antiquated glory, is also one of the most reviled things in a Londoner's lexicography. It's always late, always running slow, always bust; maintenance works have thrown the system out of whack on a weekend AGAIN, and wouldn't you know it, some idiot has flung themselves under the train a few stops behind you, so now the whole system's shut down. Every Londoner has been on the Tube at some point, and most of them know at least a handful of stations like the back of their hand. Bank Station seems impenetrable to a novice, but talk to anyone who ever had to work in the City, and you'll find an expert in Bank's mysteries. Cannon Street, London Bridge, Waterloo, King's Cross; these are names to conjure by.
That means, in a Bookhounds campaign, that you as Keeper need to give some thought to what you want your Underground to be. You can find out the basics by research, but that doesn't tell you what your Tube in your world is like. The only one who can decide that is you.
These are notes I've written about the trains I want to use in my campaign. They're very brief, intentionally so. There's no point going into exhaustive detail, not when it isn't going to be plot relevant. The idea here is to give a snapshot, not a novel's worth of information.
London diesel passenger train.
Wicker seats, gloomy interior, always smells of tobacco smoke and sweat.
Arabesque: occasionally strange and terrible things can be seen out the window; forgotten tube stations are the least of it.
Sordid: the train is haunted by a locked trunk, in which the headless torso of a murder victim is stored forever.
Technicolor: the seats run slick with blood some nights, blood that soaks into the floor and disappears as if it had never been.
Tube, new built (within last 20 years).
Style: modern, clean, well kept. Stale air, always, with occasional waft of something rotten.
Commuters: businessmen, little souls from Metroland in their respectable suits and ties.
Special: used to be a charnel pit on the site. Most of the bones were relocated, but not all. Very hush-hush when the place was first built, the papers only ever had one report.
Potential Magic: 1
These can be slotted in anywhere. Perhaps that station is the one the protagonists use to get to work every day. Perhaps they're traveling home late one night after a few beers, and catch that train with its haunted trunk. The point isn't to provide a complete adventure every time the protagonists catch a train, or go through the station; the point is to reinforce the game world, perhaps with that waft of rotten air just as they're about to board, or those terrible shadows glimpsed out the window as the train goes pounding past. Those little things are what the characters can expect to see, every single day. and with those things, they see the world you're building for them.