Yes, but the foundations of the skyscrapers (which can go as much as 250ft underground) are where you'd want to build the subway. So you can't. You either have to go deeper ($$$$) or around (longer, again $$$). Plus, you have to make sure you don't dig out too much in the wrong place and cause a building to fail.
Uh, no they aren't. Look closely at maps of the NYC subway: with very few exceptions, the lines run directly underneath the streets themselves. Even many of the curves to traverse to following a different street occurs underneath the street right-of-way or the underneath parks. I count just five places where the subway runs underneath a tall building, and I believe in all but one of those cases, it's the subway that predates the building.
That's not the point. Digging a massive hole in the ground directly next to a skyscraper's foundation changes the physical properties of that foundation, and requires some very complicated engineering to get around it.
That and all the Manhattan Schist that needs to be excavated. New York certainly isn't built on mud.
