The nearest mainline station is Marylebone which is within 10 minutes walking distance of Madame Tussauds London.
Alternatively Euston, St.Pancras, Paddington, Victoria, Waterloo and Charing Cross mainline stations are all within five stops on the underground.
The closest underground station is Baker Street, and is just a minute or two's walk away. Please be aware that Baker Street station does not have step-free access.