Not only do the NYC Subways use standard guage but several segments used to be "mainline" RRs--The Dyre Ave Line in the Bronx was once part of the New York, Westchester & Boston, part of the Rockaway segment of the IND was previously LIRR, and several Subway routes in Brooklyn are former steam railroads of the 19th century. As to compatability, the ex NYC and NH MNRR lines to GCT use an underrunning third rail, LIRR uses top wipe as all of the Subway and PATH (which was previously connected to and half owned by PRR). Subway cars have been tested on LIRR although now LIRR runs @750v rather than the common 600v of many other third rail ops.
As to Chicago, CTA's Red line north of Wilson Avenue evolved from a mainline RR branch and was connected thru the 70's incliuding late night freight service to a few remaining customers