An underground transportation system on rails is called a subway. New York City's subway system has more stations than any other subway in the world.
In most large cities, the subway is a good way to get where you need to go. Subways have many different local names, from the BART in San Francisco to the Métro in Paris to the U-Bahn in Berlin. Before subway came to mean "underground railway," it meant "underground passage for water pipes." And if you ask where the subway is in London, you'll be directed to an underground walkway, which is what subway means in the U.K.