And until 2003, there was even an airstrip only 2mi from downtown.

They're basically the separately-operated basements of stores, hotels, and office buildings networked together. Usually one of them between you and your destination will decide to lock the doors.

I've found myself nearly under my destination, encountering a locked door, and having to backtrack and find my way out through a fitness club.

In NYC at least the lower levels are already present. But the only part where we got the pedestrian level correct so far is the High Line... which has been hugely successful. There's really no reason these types of park-like promenades only have to be built on top of existing disused structures however. More could be built, it's just that people need to understand that there is return on investment for building an elevated pedestrian-only street level.

Not an easy thing to develop certainly, but relative to the cost and level of engineering effort needed to build new subway tunnels, I'm surprised that adding transportation improvements at street-grade and then bumping the street up one level, isn't something that ever gets considered. We could run effective BRT through Manhattan, or surface light rail to solve the crosstown transportation problem.

Imagine how much easier getting from Queens and Brooklyn to the Lincoln and Holland tunnels would be by car or bus if say 39th St, Canal St moved the pedestrians to an elevated walkway. What if Times Square's tourist bottleneck could be eliminated by raising Times Square?

Anyhow, unlikely to happen probably ever, but fun thought excercise

This (sort of) already exists in Minneapolis (and to a much smaller extent, St. Paul and Duluth) courtesy of the skyway system.[1]

It's very well done and has created a completely separate urban ecosystem overlaid on top of the existing, street level, downtown.

[1] https://en.wikipedia.org/wiki/Minneapolis_Skyway_System