Here’s what I’ve learned. A great many readers are concerned with waking up or otherwise disturbing slumbering beasts, morlocks and the like within the earth. Also, Winston Churchill was fascinated with the idea of a trench-digging tank of some kind. A few folks say we’re working on this sort of thing on the QT (nudge, nudge, wink-wink). As for the technical reasons we probably can’t do it, these emails are representative:

Hi Jonah,
The difficulty is not in the drilling, it’s what to do with the spoil you’ve dug. It’s gotta go somewhere, and since you are excavating very compact earth and rock and chewing it up, it takes even more space after removal so you can’t just ‘dump it behind you’ like the one escape attempt in the movie The Great Escape. Secondarily, it takes a hell of a lot of power for that; a fully self-contained vehicle would most assuredly be nuclear, but stuck underground like that you would have no reasonable method of cooling the reactor without access to large thermal mass like bodies of water or long, long pipelines behind the vehicle for liquid sodium cooling systems, etc.
Hope it helps,

And…

There was a Tom Swift Jr. book with this kind of device, too.
Serious answer — earth boring is difficult. It took years to develop good
tunnel boring machines, and the first halfway good ones came in the 1930s.
Remember that the 19th century had a *lot* of uses for tunnels, and was an
age of big machine invention — but this job was too much for them. (I
think the American Heritage magazine of Invention and Technology ran a
history of tunnel machines last year, but I can’t remember the date).
It’s not just that rocks are hard (ductility counts as much or more than
hardness in some circumstances; some rocks are actually slightly elastic,
complicating drilling technology no end). There’s the problem of spoil –
all that ground up rock takes more space than the solid stuff did. Then
there’s the problem of the shaft collapsing….
And then there’s noise. The faster you go, the louder it would be.
Melting your way through would be nominally more quiet (until you hit
ground water that flashed to steam and cause a phreatic explosion), but the
energy cost would be immense.
Nope. I think we’ll get transporter beams before we get mole machine troop
transports.

And…

Jonah,
I’ve emailed you before about this, but your post evokes the previous
question. We live on a vast blob of molten rock, gazillions of degrees
hot, covered with a cooled crust. I’m imagining chocolate pudding that’s
been on the table for a half hour. Yet, I say YET, we have an energy
shortage. I figure all of those UFO sightings are aliens who fly by for
a big laugh.
I posed this thought to my brainy petroleum engineer little brother and
he just got annoyed. Lectured me for a bit about “what it’s like down
there”. Turns out it is pretty weird. Natural gas is sometimes in liquid
state on account of heat and pressure. Solid rock is not as solid as
you’d think, and other silly excuses.
Still, call me crazy but this sounds like something that Halliburton
should be all over.