Hoisted from the replies: Peter Hall's brief history of on the design and Construction of the Paris RER. Cost of the total RER Program in 1965: 9 billion Francs. (The accompanying Highway program was projected to cost 29 billion Francs.)
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Despite the cost of it all I think the thing that impresses me the most about Paris' RER system is just how simple the idea really ended up being. It's really one East-West tunnel (RER A) and One North-South Tunnel (RER B/D) combined with electrification of the extant network.
The success of this program has been enormous. Outside of Japan/Korea the RER A is the busiest suburban line in the world with over a million daily riders (pre-COVID-19). The B/D combined also carry around that many.
Critics will of course note that the project could have been done better. They'll point out that four tracks should have been built for the RER B/D instead of two, that France should have used this opportunity to turn Les Halles into an intercity through station for the TGV.
But overall, the RER A, B, and D are probably victims of their own success, and their original planners not being able to imagine they'd be so well used. A better failure than what we have with American projects.
Some photos of the excavation of Châtelet–Les Halles https://twitter.com/GregoryRambour/status/1325867414643478535?s=20
An interesting comparison with the RER is the NYC subway and specifically the express system. The longest ride on the RER A is around 70 km, the longest on the subway is 52 km.
It's not so difficult to imagine an alternate reality where Paris builds Line 1 with express tracks like NYC built its subway lines, and something like the RER A comes into existence a generation or two earlier.
In fact New York did sorta the reverse of Paris. Instead of building a metro like segment for extant suburban rail lines, it bought a suburban line and converted it to metro service. https://en.wikipedia.org/wiki/New_York,_Westchester_and_Boston_Railway
Unfortunately because of politics, (the subway was purely a city concern) New York only converts the portion in the city for rapid transit service, and let the remainder of the line be destroyed.
The lessons in here for other cities are obvious

1. Electrify your suburban lines and run them frequently
2. Let people build housing near their stations
3. Come up with a comprehensive plan to build tunnels to allow them to provide great in city service too!
. @transitmatters has a great plan for Boston (whose two stations can be joined with a simple tunnel.) http://transitmatters.org/regional-rail-doc
A great map of what NYC could have has been drawn (and redrawn many times) by @alon_levy
And if you're in a city like LA, Chicago, or DC there's a strong argument a program like this (starting with frequent, electric, suburban service) is what you should spend the next few billion dollars in transit capital construction on.
Around the world obvious applications include São Paulo, Rio de Janeiro, Toronto (in progress!), Buenos Aires, Montreal, and basically every city in India— they only need the tunnels being about to complete more or less nationwide electrification.
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