Found these links on Reddit. Watched 2 of the movies and they where different, but different good.
Good way to fill in some time for a Monday.
Great movies.
That first one's initial sequence is filmed in St. Petersburg underground i think - got my butt kicked for taking photos down there by station security. Those Russians are very protective. Here's a photo of the escalator which is about 1km (slight exaggeration) long. They had to build it below the harbour and water table levels deep into the bedrock.
A few more..