St. Petersburg's and Moscow's old stations were built to show off superiority of communist state. That's where you can see lots of polished stone, sculptures, giant golden light fixtures, stained glass, etc. Focus was not on the people. Then starting around 1970s the stations were built with much more utilitarian design. Modern stations built in Moscow in last decade or so look very nice though.

NYC subway is just gross. I guess they are seriously underfunded to afford proper cleaning and renovation