Travel site Amadeus.net has put together a useful page full of printable subway maps from all over the world. All major U.S. and European cities are covered as well as those in Africa, Asia & Middle-East and Australia. Even Glasgow's own wee Clockwork Orange is included.
If you want something even more portable and have an iPod or iPhone, then take a look at iSubwayMaps.com, which provides downloadable subway map images. Most of the maps are compatible with the iPod Photo but there are some for the iPod Video and Nano models too.
The range of city maps is smaller here though but the author is working on more detailed and PDF versions of these for the iPhone.