Only thing I can really think of is a 1. Direct Approach
but you can 2. Indirect Approach OR 3. Observational Humor.
The only indirect or observational humor I could see myself applying to a subway is something about the advertisements. You know they always have those stupid advertisements repeated over and over again, just make a witty joke about it to the girl.
"Hey, (points to stupid advertisement commercial) do you think anyone actually GRADUATES from Pheonix College? I mean, it sounds like a Jedi Training Academy or something, what do you think? (Just be creative, it actually doesnt evne matter if its not THAT funny. Just be observant of the advertisement and try to critique it)
You can also use this AFTER the direct approach...
PUA with a PhD (PrettyhugeDick)

"Hey, (strong eye contact) I don't do this often and I have to get off next- stop (false time constraint), but I just had to say your absolutely gorgeous..."
HB: (Blushes) Oh Thank you, thank you blah blah blah
PUA: BTW, is it just me or have you noticed that they put ten of those SAME subway advertisements always right beside each other!!YA i read it once Its not like im gonna read it again! GOSH"
Some crap like that. The point is, you actually MAKE an approach in the subway. I actually have had great conversations on the subway. Even with non-HB- random drunkards have the best stories. Just make sure they know the Tube isnt a toilet. lol
Just my 2 cents.