In the new Pessimists Archive podcast, each episode outlines a mass panic about new technologies or products — a panic that sooner or later proved to be unfounded.
Their The Subway episode seems relevant to Lovecraft and subways and similar tunnels. For instance in “Nyarlathotep” (1920) Lovecraft has… “Another [column of people] filed down a weed-choked subway entrance, howling with a laughter that was mad.”; Pickman paints a study called ‘Subway Accident’ featuring monsters climbing into the subway through a “crack in the floor” of the subway; and the climax of “At the Mountains of Madness” famously makes the comparison with a subway train. There was also Lovecraft’s general and growing dislike of subway travel when in New York, and then what appears to be his fear of using them by late 1925 / early 1926. One can also see broad comparisons between subways and the various other tunnel networks in his fiction.
For further reading, see my essays on “Lovecraft and the Subway” and the wider “It Emerged from the Subways! On the genesis of the monstrous under New York City”, in Walking With Cthulhu: H.P. Lovecraft as psychogeographer, New York City 1924-26.