the City Railway was constructed almost entirely cut and cover. The tunnels were then brick lined. Actually Goulburn St-Wynyard is more likely concrete, but Goulburn St-St James was constructed very traditionally with, yes, mostly shovels. It's not a lot different to the country's first major tunnel - a brick water tunnel from the Centennial Park ponds to Hyde Park fountain.
Moving on a few year, the Eastern Suburbs Railway was constructed with road headers. This is because it traverses mainly sandstone. These are the same sort of small rock 'eating' machines used on road projects. They allow you to 'eat' any shape tunnel you want - in the case of single track rail tunnels, a rectangle with a rounded ceiling for the overhead. ESR tunnels are then concrete sealed. Modern tunnels of this sort are likely shotcrete sealed (as it is likely the new tunnels on the ESR at Bondi Junction will remain).
The New Southern Railway (airport line) was constructed with a TBM. This is because it traverses a lot of soft clay and travels under the Alexandra Canal and the Cooks River: the ground is simply unsuitable for any other type of tunnelling other than a single machine that could line the tunnel in concrete as it excavated. The NSR is single bore for similar reasons, the floor of the tunnel is then filled to a level that is (1) flat and (2) both tracks can be run.
The Epping-Chatswood Railway traverses more favourable terrain (and note that the Lane Cove River tunnel is being built cut and cover with coffer dams) but due to its length and lack of tunnel access points is being built again with TBMs, but in this case two single bore tunnels.
