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It is possible to get on some subway trains without paying, i.e. there is no barrier between the point where you (should) buy your ticket and the train platform. That's why plainclothes "cops" are a frequent occurence on the underground. They are legally entitled to check your ticket. If you do not have one, or refuse to show it, they will take you off the train, check your ID and fine you. Fines can be anything from DM 60 to 400, especially if you are a frequent offender. If you can not pay or do not cooperate, they will call the police. Don't risk it.