The PATH

Toronto is home to the world's largest underground shopping complex. Rain or shine, snow or hail, you can shop in comfort all year round at the PATH. But be warned: the PATH shopping concourse is huge! You can wander for hours, or pick up a map to help negotiate all the tricky twists and turns.
The PATH is basically the retail level below Toronto's downtown financial and entertainment district, and you can enter from one of more than 125 street level points. The PATH stats will give you a sense of how big this underground city is: it comprises 30 km of shopping arcades, with 371,600 sq m of retail space. There are approximately 1,200 shops and services, and more than 50 buildings and office towers connected through the PATH. It also connects two department stores, six subway stations, eight hotels, plus city hall, Union Station (the rail station) and many of Toronto's top tourist attractions including CN Tower, The Hockey Hall of Fame, and the Rogers Centre, home of the Toronto Blue Jays baseball.

So have fun, and get lost!