The Shinagawa District (where my company's headquarters were, in Tokyo) has a big raised district, connecting a bunch of skyscrapers, stores, and even a major train station.

I suspect that there are several others (like Shinjuku), but I didn't really spend much time, in those areas (Tokyo is really big).

Shinjuku underground walkways are vast enough to connect to Nishi-Shinjuku, Seibu-Shinjuku and Tochomae stations. Of course the Tokyo Metropolitan Government Building can be walked to underground from Shinjuku station.