The Collaborative International Dictionary of English v.0.48:

Subway \Sub"way`\, n.
   1. An underground way or gallery; especially, a passage under
      a street, in which water mains, gas mains, telegraph
      wires, etc., are conducted.
      [1913 Webster]

   2. An underground railroad, usually having trains powered by
      electricity provided by an electric line running through
      the underground tunnel. It is usually confined to the
      center portion of cities; -- called also tube, and in
      Britain, underground. In certain other countries (as in
      France or Russia) it is called the metro.
      [PJC]

WordNet (r) 3.0 (2006):

subway
    n 1: an electric railway operating below the surface of the
         ground (usually in a city); "in Paris the subway system is
         called the `metro' and in London it is called the `tube' or
         the `underground'" [syn: metro, tube, underground,
         subway system, subway]
    2: an underground tunnel or passage enabling pedestrians to
       cross a road or railway [syn: underpass, subway]

Moby Thesaurus II by Grady Ward, 1.0:

95 Moby Thesaurus words for "subway":
   Amtrak, L, abri, antre, baggage train, branch, bunker, burrow,
   cable railroad, cable railway, cave, cavern, choo-choo,
   cog railroad, cog railway, cove, dugout, el, electric,
   electric railway, electric train, elevated, elevated railway,
   embankment, express, express train, feeder, feeder line, flier,
   foxhole, freight, freight train, freighter, funicular, goods train,
   gravity-operated railway, grot, grotto, hole, horse railway,
   interurban, junction, lair, light railroad, lightning express,
   limited, line, local, main line, metro, milk train, monorail,
   parliamentary, parliamentary train, passenger train, rack railway,
   rack-and-pinion railroad, rack-and-pinion railway, rail, rail line,
   railroad, railroad train, railway, rattler, roadbed, roadway,
   rolling stock, sewer, shuttle, shuttle train, sidetrack, siding,
   special, streamliner, street railway, streetcar line, subterrane,
   switchback, terminal, terminus, track, train, tram, tramline,
   trestle, trolley line, trunk, trunk line, tube, tunnel, turnout,
   underground, underpass, warren, way train