Underground paths through caves or something would be cool or even a settlement created in a large cavern. But a subway?lol
Edit: Todd mentioned before that getting around mountains would require going around them or going *under* so you might get your wish.
This, specifically the edit. We'll be going through cave systems in some mountains, and these won't be the generic, copy-pasted caves from Oblivion (or, good God, Dragon Age II).