There is a lot of comparative data for costs of doing things in different countries on Alon Levy's excellent blog.
Here is a post comparing the costs of tunnelling (and other structures) for metro construction in New York and Paris.
Tunneling: about $150 million per km vs. $90 million, a factor of 1.7
Stations: about $750 million per station vs. $110 million, a factor of 6.5
Systems: about $110 million per km vs. $35 million, a factor of 3.2
Overheads and design: 27% of total cost vs. 15%, which works out to a factor of about 11 per km or a factor of 7 per station