To face the congested living space and meet the efficient circulation demand, subway transportation has become a significant element of the city and citizens’ daily life. For the past half century, the subway has experienced a radical change from the traffic tool to the underground city. Its function and nature have been enriched and gradually transformed while the relationship between the subway and the city is vague and intricate. This paper embarks on the definition and development of the subway characters. It first reviews the development of subways in cities and people’s subway life. Taking Hong Kong Mass Transit Railway (MTR) as a case study, this paper attempts to analyze the changing characteristics in this modern city. By analyzing the case, we identify the factors about the inside connections between each role of MTR and point out the instruments about improving the subway life.