Yeah, the technical aspects of the subway shots in Seinfeld are interesting, and really give a sense of how hard everybody worked to make that show what it was.
The first scenes to take place in a subway (to my knowledge, anyway) were in the 30th episode, which was called "The Subway". And indeed, most of the episode takes place in a subway.
The subway set for this show was rented from Warner Brothers and was sent to the Seinfeld lot in several pieces on trucks. It was apparently a huge PITA and presented a lot of technical limitations.
They assembled it on springs and had a bunch of crew shake the car to simulate movement. They had to light it using stage lights, manually simulate the mechanical opening of the doors, etc. And it was apparently difficult to do anything but a closeup without it looking fake.
They redecorated it for each of the different subways that it was used to depict (in the episode, different characters are simultaneously taking different subways to different places).
After the episode, the set was disassembled and placed back on the truck to send back to WB, but the truck driver went under a low underpass, which the set struck and was destroyed. As a result, Tom Azzari, Seinfeld's Production Designer, led a small team within the show to design, engineer, and build an entirely new subway set, fixing all the technical problems while they were fresh in the team's memory. They even got actual subway light fixtures and pneumatic doors. This set was used for the remainder of the show, and went on to be used in other shows and films as well.
(There are a few interviews about this process on the Seinfeld DVD extras, Season 03 "Inside Looks")
