short stories - Seeking a story about a subway train journey, through a universe made entirely of city

A man living in an underground city gets on his local subway train and keeps traveling, station after station, just to see where it goes.

Nobody has ever done this before. The staff on the train (who only each work a small section of train line) are interested in his journey, and allow him to continue. The train passes through thousands of miles of continuous underground city, past contaminated and bricked-up areas, past thousands of stations, and finally after many months or perhaps years, comes back to where he started.

He realizes the world or universe is all city, entirely urbanized and occupied by people, all the way to the core, and can estimate its diameter.
He also becomes concerned that the city-world may be slowly choking on its own toxic wastes... more and more areas are being walled-up and sealed off, and the whole civilization may eventually die.

As far as I can remember there is no mention of "sky" or even of a "surface" to a planet. Even the idea of "outside" is absent, if I remember correctly. It's not clear if it is set in a large converted planet, or if the entire universe is city.

It was written in English. I read it in the 1980s, and it felt like it could have been written any time from the 1930s to about 1970s.
It was almost certainly part of an anthology.

Answer

I'm pretty sure this is the JG Ballard story "The Concentration City", originally published as "Build-Up".

From Wikipedia:

"The Concentration City" is set in a "city" encompassing everything in known existence to its inhabitants. The districts comprise endless streets and buildings and seemingly infinitely high and low levels, or floors, with few trees and little wildlife. Cubic space is in shortage and expensive. High speed transportation is in use, but it is implied that many people do not find the need to leave their particular area. The people do not know what lies beyond the endless urban expansion, but seem to care little, and generally assume that there are just endless levels and districts that have existed forever.

The short story follows a physics student named Franz, who devotes his time to the concept of "free space"—the idea that somewhere there must be just infinite amounts of space, a concept labelled as nonsensical by most of the other inhabitants of the city. He also wishes to develop a machine for flight—a relatively unknown theory due to the complete lack of partially open spaces.

Eventually Franz decides to travel on one of the high-speed rail coaches for as long as possible in one direction in order to discover what lies beyond the urban zoning and trying to find free space. The story ends when Franz, after ten days of travelling, realizes that the coach is travelling back in the opposite direction. When he is finally stopped by the authorities he notices the date of a calendar is unchanged from when he set forth travelling. Franz discovers that if one keeps travelling forward, one finally ends back in the same place at the same time.