Also, a concern in London, if you look at only the tube map you might think the shortest distance is to take 2 trains since the map isn't to scale, however, it might only be a few minute walk. To try to help they've published a map.
Yeah but even that is just same lines and so bits like walking from Chancery Lane to Farringdon taking eight minutes on foot and "nope" on the tube ;) is missing.
Or St Paul's to Mansion House, that's just six minutes, even Blackfriars is only nine.
http://content.tfl.gov.uk/walking-tube-map.pdf
Not sure if there is something similar for NYC.