The city has a transit system. It has had one for a while. No one knows who built it or how. One morning the residents woke up and it was there, stations and tracks and rolling stock, as though the infrastructure had grown overnight. A significant number of people believed it was a trap. It took time before anyone used it.
Now the system is an integral part of travel, with stations and entrances scattered across the city. Grand Central, the largest hub, occupies a cavernous space beneath the Annex whose architecture does not match anything above ground. The facilities are comfortable though anachronistic, mixing materials and design conventions from eras that never coexisted on Earth, and service is provided by a staff whose amiability is consistent enough to be unsettling.
Travel on the system is functional but strange. Journeys seem to fade in the memory soon after they occur. Regular passengers have grown accustomed to this, treating it as an exaggerated form of the soporific quality of any commute. Newcomers find the effect disconcerting. More troubling are occurrences of "delays," where a train may pull onto a branch track to let an apparently unoccupied train pass, or simply stop while unspecified track issues are handled. What feels like a few minutes of delay can result in days or weeks of real time having passed upon arrival.