sometimes they are termed/described/named as supplies by diverse routes, an auxilliary transformer can mean that it is either there to change over if another one fails or that it is for an incoming supply from another power cable/company, these get used in places like very big hospitals, airports and Railway signal centres, you will have a supply from for example Scottish power, another one from Scotish and Southern Energy and a backup generator as well as UPS with large battery rooms, if supply/transformer number 1 goes, supply/transformer number 2 takes over, if that goes as well the UPS kicks in and the generator starts up, when it has run up to speed the UPS goes offline and the Generator takes over the supply...
If you are referring to the Underground Rail, I imagine that there are two different power supplies (probably 50Hz 11Kv a piece for general lighting and industrial power-separate from the traction current system that powers the trains-that is 15.56Hz and about 15Kv) these two transformers will step down to 3ph 415V......and come from two different sub stations miles apart from each other...which means that the Auxilliary Transformer comes from the Back up supply...basically another route for power to get in...