Exercise: Knee press
Situation: On a train
Exercises: Inner thighs
HOW: Make fists and place your hands in between your legs. Squeeze your legs together hard for about 15 seconds. Relax & and do a couple of more sets.
You can also do this with just one hand or using a book, bag or similar. The key is that you need to create a small space between your legs.
You might risk looking a bit tensed, but who cares!