In 1928 Gill led a team of sculptors commissioned to carve stone reliefs symbolising the four winds for the exterior of the new London Underground Headquarters at St James's Park station. Gill carved three of the total of eight figures (two representing each of the main points of the compass). They were carved in situ between November 1928 and February 1929 and are still in place today. These are two of the three quarter-size copies that he made later. The style of the reliefs demonstrates Gill's admiration for English and French Medieval sculpture.