Starting with the London Underground in 1863, why are so many metros/subways built underground (as opposed to en elevated metro)? This requires a lot of digging and excavation, which to me seems a lot more expensive than an elevated metro like the Chicago L.
Paris, New York, Moscow, and others have also chosen underground metros. So there seems to be some almost universal reason of history. In fact the only major metro that's above ground, that I'm aware of, is the Chicago L.
Why was this? Was there no alternative? To me it seems an elevated system would cost no more than a bunch of bridges brought together, whereas big tunnels underground must be hugely expensive.
Was it something besides costs, such as the streets simply being too narrow for at-grade or above-grade system? Was there no good bridge-engineering in the early 20th century? Or is digging those tunnels somehow cheaper than an elevated system?
Edit: Because there is so much info here, I opened a related question about Why Chicago chose an L.