New York has the only consistently 4-track subway system in the world; they have convenient tunnelling geography and built it back when life was cheap. The ROI on building a new 4-track system would never stack up today (I suppose you could argue that it doesn't stack up for NY either in terms of the cost of doing twice as much track maintenance, but I believe they do use all the capacity during peak hours so it's not like there's really a business case for dropping down to 2-track).