In the old days, the New York subway systems were mostly built by cut and cover, where they more or less dig up the street, build the tunnels and stations,throw dirt back on top, and pave the road again.
Is that always possible? No. But when it is, it's almost certainly going to be much cheaper and faster.
For bonus points, throw all the ancient utility lines in conduit so the next infrastructure project isn't a disaster.
Nowadays we get the DC Metro, where a mostly above ground extension in a highway median was delayed for years because....I'm not sure exactly.