If you searched this, you almost certainly mean the London Underground rather than the sandwich shop. Fair enough, and here is the straight answer: the first stretch opened on 10 January 1863, making it the oldest underground railway in the world. The rest of this page covers that, and then the other Subway, in case you did mean ours.
The London Underground: 1863
The Metropolitan Railway opened between Paddington and Farringdon on 10 January 1863, running steam trains through brick tunnels built by digging a trench and roofing it over, a method known as cut and cover. It carried tens of thousands of passengers in its first days.
Deep level tunnelling came later. The City and South London Railway, opened in 1890, was the first deep tube line and the first to run on electricity, which is where the word "tube" comes from and why the two types of line still feel so different to travel on.
Americans call it a subway; Londoners call it the Underground or the Tube. In British English a subway is usually a pedestrian underpass, which is a large part of why this search gets confusing results.
The Other Subway: When It Reached Britain
The sandwich chain is considerably younger. Subway was founded in Bridgeport, Connecticut in 1965 and expanded through franchising from the mid seventies. The first UK branch opened in Brighton in 1996, which makes the British side of the business 133 years newer than the railway people are usually asking about.
It grew into one of the most widespread food brands on the British high street. We track 1,808 open UK stores across 105 counties, which is more locations than most people would guess for a chain that arrived comparatively recently.
London is where those two Subways overlap most literally. Greater London holds more stores than any other UK county, and a good number of them sit inside or beside Underground stations, which is presumably how some of the confusion started.
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