In Madrid the subway is deep, I had to climb 180 steps to home. I did it running, it’s actually much easier than walking. Best shape I ever was in my life…
You may want to avoid that if you go to St Petersburg. Deepest station is 80m down. I’m not sure all the stations even have stairs, all I remember are endless escalators (though it dates back 25 years now so…)
Meanwhile, on the London Underground, the lengths of all sets of stairs down to platform level are described as "equivalent to 15 floors" irrespective of how high they actually are: https://www.youtube.com/watch?v=pBTvmrRGlbE&t=41s