This article really needs to mention Japan, who pioneered and perfected the idea and its smooth integration into the subway network. It's common in Tokyo for a train to start as a limited express that travels long distances at speed, then transition into an all-stops subway, tunnel through Tokyo, and then morph back into an express for the long haul out. Some trains on the Toyoko Line do this twice: express, subway in Tokyo, express, subway again in Yokohama.