The proposed Second Avenue Subway Project in New York City is approximately 8.5 miles long, up to a depth of 120 feet beneath grade and runs the length of the eastern side of the island of Manhattan from Harlem in the north to the financial district in the south. It will reduce overcrowding and delays on the existing parallel line, improving travel for both city and suburban commuters, and upgrading access to mass transit for residents of the East Side of Manhattan. This subway line will have 16 new stations providing transfers to the existing Metro-North commuter rail service and to New York City Transit subway lines and bus services. The first phase of construction includes two TBM rock tunnels 2.4 miles long and two new large and shallow rock cavern stations with clear span openings ranging from 70 to 100 feet and length in excess of 1000 feet with 615 feet center platform, coupled with low rock cover ranging from 20 feet to 40 feet. The design methodology for these large and shallow rock caverns consists of using well known empirical methods for initial estimate of support requirements and then two and three dimensional continuum and discontinuum analyses for verification of the selected excavation sequence and support system. This paper describes the analysis and design methodologies used for the two large and shallow rock caverns with insight into how to overcome the design complexities and construction challenges of the urban underground.