Alon Levy, guest-writing at The Transport Politic, recently did a great piece proposing that the New York region's commuter rail lines, which currently all terminate in Manhattan, should be connected to each other so that trains would flow through, for example, from Long Island to New Jersey and back. The inspiration, of course, is the Paris RER, a system in which commuter rail lines on opposite sides of Paris flow across the city into each other. Because all these commuter trains, merged into a common city segment, add up to reasonably high frequency, the RER also serves as an "extra-rapid metro" connecting major centres across the city with trips making just a few stops. Alon's plan (part one, part two) is a great read, as is Cap'n Transit's response to it.
Such a system would be wonderful if it existed today. Commutes from Long Island to New Jersey would certainly be much easier, and it would also be great to get the space-consuming and time-consuming end-of-line functions out of the core.
But when you start looking at the cost/benefit of all the tunnelling to get the various commuter lines connected to each other, you stumble on an important difference between Paris and New York. For all the suburbanization of the last 70-some years, New York still has an world-class concentration of jobs and activities in a very compact core (roughly the southern half of Manhattan plus inner Brooklyn). For trips from the outer suburbs to this core, it's not hard to get where you're going with the existing commuter rail line and one connection to the subway.
Paris commutes are widely distributed to major employment centers located mostly on the edges of the city. This pattern particularly cries out for RER-style through-running of commuter rail because so many people are commuting to a center on the far side of the city from their origin -- for example, from suburbs east of Paris to La Défense in the west. Greater New York would benefit from such an arrangement, but not nearly as much as Paris does. For New York it's a nice feature, but for Paris it's foundational to the growth pattern of the city.
Paris is more like Los Angeles than it is like New York.
The Paris that tourists know is compact city built mostly at a rather consistent 4-6 stories, with few high-rises; instead, as noted, the high-rise employment is in transit-oriented clusters on the edge of this area. Large expanses of Los Angeles are approaching similar density, and as in Paris, major high-rise employment+retail is grouped in several large clusters, not just "downtown LA" but also Glendale, Century City, Westwood/UCLA, etc. Paris is still denser than Los Angeles, and its high-rise centers are more transit-oriented, but the difference is not nearly as great as these cities' reputations would suggest. What's more, Los Angeles is still growing more internal density, while most of inner Paris is considered built-out. Los Angeles thus has many options to become even more like Paris if it chooses.