MetrO is a great, free Palm application which can help you find your way through the subways of the world.
There are no graphical maps to see, but it’s very simple use and plan a route based on known locations if you don’t know the street of your stop. The application fills in likely stops as you enter them to help you along. 5-way support is also there for Treo and Tungsten users and there’s finally a color UI, something I don’t recall from previous versions, though it’s been a while. You can install as many maps as you have room on your device. A great travel helper!