The U-Bahn commonly understood to stand for Untergrundbahn (underground railway) are conventional rapid transit systems that run mostly underground, while the S-Bahn or Stadtschnellbahn ('city rapid railway') are commuter rail services, that may run underground in the city center and have metro-like characteristics in ...
London Thameslink is a slightly more generous version of 'London Terminals'. If a ticket is issued to London Thameslink, then you can use any of the stations between St Pancras International and Elephant & Castle or London Bridge, no matter which direction you're coming from.
S-Bahn is an abbreviation of Schnellbahn or Stadtschnellbahn (city rapid rail), and, as the name suggests, is the fastest form of public transportation. It is a kind of urban-suburban rail system and serves a wider metropolitan region, linking the suburbs and commuter regions with the city centre and main rail station.
S-Bahn trains with shorter runs like in Munich have no toilets. They do anyway a kind of subway service at least in the central parts of Munich. S-Bahn trains with longer runs like in the Rhine-Ruhr Area (VRR) or Rhine-Neckar Area (VRN) have toilets. As all other normal trains.