What was the childrens show where children went through tunnel?

The children's show you're thinking of is likely "Blue's Clues." In this show, hosts and animated characters would often go through a tunnel or similar spaces to embark on adventures while solving puzzles with the help of animated clues left by the titular character, Blue. Another possibility might be "Mister Rogers' Neighborhood," which featured the "Trolley" that traveled through a tunnel to the Land of Make-Believe.