No more takers, so here are all the answers:
Station A: Marble Arch - bottom of escalators [Chris M]
(click for a larger version)
Inset: Mill Lakes, Bestwood Country Park, Nottingham [Chris M]
(click for a larger version)
Station B: Hampstead Heath - station viewed from South End Road [Chris M]
(click for a larger version)
Inset: Long Water, Kensington Gardens [Chris M]
(click for a larger version)
Station C: Sloane Square - passage to inner rail platform [Chris M]
(click for a larger version)
Inset: Amtkel Lake, Abkhazia [Dmitri]
(click for a larger version)
Station D: Fairlop - platform 1
(click for a larger version)
Inset: Cray Reservoir, Brecon Beacons [Chris M]
(click for a larger version)
Main answer:
The stations are all within walking distance of a lake
Marble Arch: The Serptentine, Hyde Park
Hampstead Heath: Hampstead Heath bathing ponds
Sloane Square: Battersea Park Boating Lake
Fairlop: Fairlop Waters
Insets answer:
The inset in image C, Amtkel Lake, is the odd one out because it is the only one that is not manmade