Not all the necessary equipment for subways fits underground. Here are a few examples of how cities use facades to hide the subway:
On a street in Brooklyn that takes you towards the river, where the cobblestones begin paving the road, there is a townhouse that deserves a second look. Despite its impeccable brickwork, number 58 Joralemon Street is not like the other houses. Behind its blacked out windows, no one is at home; no one has been at home for more than 100 years. In fact, number 58 is not a home at all, but a secret subway exit and ventilation point disguised as a Greek Revival brownstone.
If you think about it, this could happen a lot in cities and not too many people would know. It is a clever way to not let necessary infrastructure mar what otherwise are pleasant streets.
It reminds me of seeing Hollywood sets where the exterior looks like a city or neighborhood but then you walk inside and there is nothing there. Here is an example of the interior of a city street scene on a Hollywood lot:
This could be an interesting premise for a science fiction story: the city looks real but there is nothing behind the facades…