Northeast

Correct!
Heading Northeast from Brooklyn will bring you closer to London,
than if you were to go Southeast, or East.

Welcome to London, England!

London was the first city in the world to have an underground railway.
The system was known as the "tube" and is still in operation today.

Question:
Staying West of the Prime Meridian, and North of the Tropic of Cancer, what country will you dock in next?

Russia
Argentina
Portugal