In general the idea of caves under the coastal NJ/NY area is weird. There are rocks, just few natural caverns. Even mines tend to be further upstate. Abandoned tunnels are aplenty in a big city and there would be many that won't appear on maps or rather, would only appear on maps noone cares about anymore. I can totally imagine a vanity project under affluent Bristol Township, a subway expansion that was abandoned due to WWI or the Crash of 29 or something.