Carleton university in Ottawa has a network of tunnels linking different buildings on campus as well. You can go from res to classes without going outside when it is -20.
Those tunnels were one of my favorite parts of being there. I lived in residence during my fourth year and once went three weeks without setting foot outside. January is not a nice time in Ottawa.
Some people wonder how people will adapt to our Mars/Luna underground settlements. These types of places in our northern environments are pretty good examples of people acclimatizing pretty well. Several northern cities have a lot of their downtown area connected by tunnels as well, although not so sure how many residences are connected to those areas.