Tunnels serve various functions such as in subway systems, underground electric power lines, gas pipes, telecommunication lines, water supplies and sewer lines and many other pipelines. The trend of tunnel construction is toward deeper and longer tunnels. In addition, the excavation of tunnels in difficult ground conditions is now not uncommon, though the tunnels themselves are still difficult to construct. Advanced studying methods have been developed for the prediction, monitoring and evaluation of the performance of tunnels and ground. Today, experimental methods and analytical methods are the main approaches used in tunnel studies. In this paper, the present state of tunnel construction and the main study methods are discussed, and the various experimental and analysis methods and their usage are compared. Tunnel excavation is very complex because it involves soils, structure and interaction problems. There is no one perfect studying method, though there are good combinations of numerical analyses and experimental methods which provide the optimum approach for solving tunnel related problems.