Indeed, the situation is the same in Moscow with the Neglinnaya River:
The Neglinnaya River (Russian: Неглинная), also known as Neglinka, Neglinna, Neglimna (Неглинка, Неглинна, Неглимна), is a 7.5-km long underground river in the central part of Moscow and a tributary of the Moskva River.
And in London too: Subterranean rivers of London.