When Boston's Tremont subway opened 1897 it was trolley only. In 1899 it was converted to rapid transit, but later was converted back. Subways opened in New York in 1904 and Philadelphia in 1908. The first Low-Vs appeared in 1915 on IRT lines. I think those are the oldest. No subway in Chicago until 1938.
More info here for New York or here for Chicago.