Listing of most Munich U-Bahn stations including
GPS coordinates in the "Comment 1" field. At least under the Palm
version of Mapopolis,
if you have purchased a map file of Munich and import this list of locations
into your Address Book, the U-Bahn locations should appear as
"GeoMarks", overlaid on the map.
(The extra punctuation symbols in the listings should be presented in
the map program as arrow-like indications of which way some of the
U-Bahn lines run.)
In retrospect, a good alternative to this is something like
MetrO, a program which gives routing
through the public transportation systems of many cities in a roughly
time-dependent way (depending on what hour it is, some lines may be shut
down). MetrO, it turns out, has a good-sized (though far from exhaustive)
list of streets and notable places, in addition to train stations.
Maybe the best option is to extract U- and S-Bahn station locations from
the Google Earth kmz file in
this thread.