There are around a dozen streets downtown that are multilevel, Wacker Dr. being the most famous thanks to The Dark Knight. They’re not tunnels so much as raised floors. The buildings around them are similarly laid out so that the pedestrian levels are actually dozens of feet above the ground with service entrances beneath.

You might also might be interested to know that Millennium Park is actually a massive rooftop garden covering a train station and parking garage which connects to a lot of these streets.

I’d also add that street level was raised off of the ground in the 1850’s, but that was just to help with drainage afaik.