Sometimes they're given arbitrary names of their own - on the St Pancras International to Farringdon section of FCC/Thameslink, once you pass through the now closed 'Kings Cross Thameslink' you go through a series of 'Clerkenwell Tunnel No. 1, 2, 3, etc' - the Metropolitan/Hammersmith&City/Circle line tubes also mirror the FCC track at this point along the track.
Then you get things like 'The Rat Hole' which have unofficial names of their own...