My research (see aitch tee tee pee colon forwardslash forwardslash kevan dot org forwardslash morningtonia) suggests that you have to shout out the names of stations on the London Underground, like this - Amersham - but I'm not at all sure how one proceeds after that, or what the rules (if any) are, or how (or indeed, whether) it is a game that can be won in the usual sense.
[Kim] Ah, good work! I'll play Aldwych... Oh, except that that establishes an Amersham-Aldwych Loop. Which since it has occurred immediately... there... may... be... no... way... out... of?