The UK transit actually uses 4 rails. The outside rail is the power, the rail between the two running rails is the return/negative. The reason they did the return in the middle, rather than through the rails, is that the UK subway in many places was built using Greathead shields with in turn has metal tunnel linings, and they didn't want return current leaking through the earth to the metal, which could cause electrolytic corrosion.
Some subway systems, that run on rubber wheels, could have used an inside third rail like that for the ground, but they instead if I understand have a connector on the running rail that grounds to the train.
Other place that sort of used an inside third rail was the trolley system in Manhattan and parts of the bronx, the power was in a channel between the two rails, rather than overhead wire.