Some NYC subway stations and lines were built with boring as opposed to cut and cover. 90% of the new 2nd Avenue line, for example, is planned to be bored[1]. Here[2] is an article with more details about the tunnel boring machine used -- the comments also have a lot of good discussion. Also, Los Angeles has done some boring for its new subway lines[3].
1: https://en.wikipedia.org/wiki/Second_Avenue_Subway#Construct...
2: http://secondavenuesagas.com/2010/05/14/down-the-rabbit-hole...
3: https://www.metro.net/projects/tunnel-boring-machine-tbm/