"Cut and cover" being what exactly? Trenching down from the surface and then filling in above the tracks? Hardly seems practical beyond a fairly shallow depth.
Yet with the exception of London, that's how most of the world's pre-existing subways were built. London is a bit of an outlier as it was very highly developed even in the late 19th century and there was a great fear of damaging existing "tall" buildings. Although even there a large amount of cut and cover tunneling exists.