With China getting ready to tie the entire world together with high speed rail, it is easy to forget that America once dominated when it came to innovation in transport. Back in 1870, Alfred Ely Beach built a pneumatic subway under Broadway. (in secret yet; he just had a permit for a package delivery system)
Wired describes how it worked:
Like the deposit tubes at bank drive-through windows, the car was propelled by a rush of air from a blower, in this case a massive one. "When the blower is in motion, an enormous volume of air is driven through the tunnel, which drives the car before it like a boat before the wind," Beach wrote in 1870.
But unfortunately it never got beyond the basic demonstration project; as usual, politics and entrenched interests got in the way. John Jacob Astor and other landlords were afraid that construction would disrupt surface traffic and that vibration would damage their buildings; Some things never change.