The tunnel shield is the most effective method for digging in soft ground. It would take you less than a year to dig a mile-long tunnel through soft sand using the tunnel shield method. Not bad!
The shield is actually a sharp-edged cylinder that cuts through the earth, squeezing the earth in at the shield's face. Tunnel workers gather the muck and dirt as it pours in. They toss the dirt on conveyor belts, which carry the excess soil out of the tunnel. The cylinder supports the sandy soil while tunnel workers construct a lining, ring by ring, inside the cylinder. This lining eventually grows into a strong, waterproof tunnel -- perfect for your subway!
The cut and cover technique is another, equally effective way to build a shallow subway tunnel beneath the city -- but it's much messier than using a tunnel shield.