New York has the 2nd Avenue subway, NJT/Amtrak Hudson River tunnel, and LIRR to Grand Central connector.
Baltimore has plans for expanding its local (heavy/light) rail system, which probably would involve some subway rail sections (like extending the current subway line to the northeast). They are still looking for funding though.
I wouldn't be surprised if Los Angeles is looking into building more subways, but I don't know that for sure.