means An underground urban railway system, or in British usage a pedestrian tunnel that lets you cross beneath a busy road.

from A plain English compound of "sub-" (Latin for "under," the same prefix lurking in submarine and subterranean) plus "way," the ancient Germanic word for a path or road. It arrived in the 19th century when cities first started burrowing transit beneath their streets — "the way that goes under." Note the transatlantic split: Americans took "subway" to mean the underground train, while the British largely kept it for the humble walking tunnel and called their train the "Underground" or "Tube."