Can't say in many years of travelling by train and tube around London I've ever had anything approaching a scary experience at a station, as yet, touch wood. (Have never been to Wakefield Kirkgate, mind)
Not as desolate a location as Briech, etc, by any means but I recall one Saturday night, on the final train from Fenchurch Street (00:40), a fair bit of the carriage applauded when somebody got off the train at West Horndon. (To the uninitiated this is the only station on the main line that serves what is essentially a village rather than a town or urban area, and so is far less used)
But stations in Greater London...Depends which one, really. Some of the former Silverlink stations (especially on the Barking-Gospel Oak line) used to feel vaguely scary at night, but this was mostly because they were dark and deserted, rather than in the presence of dubious characters. Now, thanks to LOROL and Ken Livingstone, they are no longer dark (much better lighting; repainting to brighten them up too), nor deserted (ie they have staff as well as more passengers), and trains are more frequent.
I guess Clapham and Wandsworth Road could still be a bit hairy, being a bit out of the way and rather quiet... (still, they transfer to LOROL soon, too) Maryland, possibly, too. Cambridge Heath used to have a shocking reputation, but seems to have been cleaned up rather a lot of late. Elsewhere, at least in inner London, even a lot of the unstaffed stations are still be relatively busy at night. I honestly reckon you'd find more trouble in the quieter stations you might find in some areas of Birmingham or Manchester (not to say Glasgow...), or indeed in smaller towns where trains are less frequent and used by fewer people than in most parts of London...