^ Halifax has a bigger skywalk network than I seem to remember.
Here is a map of Winnipeg's skywalk system. Most of it is above grade except for the portion around Portage and Main, which is underground.
The network began as a series of one-off connections in the 1970s and then coalesced into an actual "network" in the 1980s. Since then, Winnipeggers (as in most Canadian cities, I guess) have had a bit of an ambiguous relationship with these corridors... they are blamed for hurting street-level activity, but at the same time they are a greatly appreciated amenity on bitterly cold winter days, or windy and rainy summer days for that matter.
Up until the 1990s there were ambitious plans to expand the network to existing buildings including up toward City Hall and the Concert Hall (where there is a separate small underground corridor network not shown on this map for some reason), but those have been scrapped. Only a couple of new links have been added in the past 20 years, although some new projects on the boards will likely incorporate skywalk connections when built.
I should add that there are many other skywalks throughout downtown and the rest of the city that either aren't part of the main network or aren't publicly accessible and therefore aren't shown here. They are a pretty common sight around this city.