AJWD.
The "tunnels" are the remnants of the cellar and part of the old banana warehouse that was under the old Parcel Office which was part of the old Moor Street Station (it used to stand next to the Ship Ashore and the multi-storey carpark).
The parcel office was dismantled and was supposed to be rebuilt adjacent to to the Station - but the developers persuaded the Council that a "more contempory" (ie cheaper) solution was better - so we got that odd glass box dumped onto Moor Street instead.
The banana warehouse ran from under the parcel office roughly where Selfridges is and where the road runs alongside Moor St Station - it is a Listed structure (something to do with a pioneering concrete frame construction method) and although quite a lot was demolished, the Selfridges car park was built over and around a chunk of it - so you can see it today as part of the car park (and in the never-let unit next to the railway bridge).