The New York City subway system is old, one of the first in the world. It's not built to modern standards; in a lot of places it was built by cut-and-cover, which means excavating the entire route along the subway and then rebuilding the road essentially as a roof above the subway line.
As a result of this lineage it also has quite frequent stops, which are easy to put in when the subway is just a stairway's height beneath the street. To give you an idea, the 1 line stops at 14th, 18th, 23rd, 28th, and 34th Streets. That's five stops in one mile.