Typically, if you’re building a tunnel under a body of water, such as the Channel Tunnel connecting the UK and France, it’s actually under the ground under the water. The same tunneling technology that would be used for something like going through a mountain is employed for those, just with the caveat of having to go down first, and having to engineer around the immense amount of water on top.
Other types of tunnels can include submerging the tunnel shell down and then pumping the water out. Those tunnels can either be buried after submerging, or they can be tethered to the sea floor.
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