I'm going to take a shot in the dark, lore-wise, in explaining the subway system. The town itself always has two shades; the town as you and I see it (the regular place where you can go to Pete's Bowl-a-Rama and have a game and a beer), and the town that exists to the punished (Harry, James, Heather, Henry, etc.) Furthermore, the normal town seems to exist in present day (SH2 was maybe mid-90s, SH3 taking place in 2003, the same year it released, same for Homecoming and Shattered Memories). It's somewhat logical to conclude that Downpour is following SH3's trend. It's feasible that the town grew in population, perhaps enough to support a small subway transit system. I don't think it's going to be gigantic, but big enough to support a fledgling town/city. Shattered Memories also presented a rail yard as a small area that Harry traversed.