omegaslayer is right, you can make your sewers using the cylinders alone by putting one horizontally and another vertically. Then clip the two where they meet at a 45 degree angle. The "problem" is it isn't as aesthetically pleasing as a rounded tunnel. To do that you could either continue using cylinders, simply using smaller angles and more of them, but that could get tedious. The torus is the other option, though I have had several bad experiences with it. As long as your sewers are large enough, however, you should be ok because toruses seem to have problems the smaller they are. Ok so here's what you do:
1. select your carved cylinder and make a note of the width (diameter) of the cylinder and the thickness of the walls
2. click the brush tool and select torus
3. in the x/y plane, drag the mouse to create the size you want and hit enter. I recommend a width and height of twice the diameter of your cylinder.
4. a pop up window should appear.
wall width: same as the thickness of the walls of your cylinder
number of sides: same as the number of sides of your cylinder
arc: 360
start angle: 0
cross section radius: half the diameter of your cylinder
rotation sides: depends on how "smooth" you want the curve, but too high a number will result in a high poly count and increased chance that some brushes will fail, so lets go with 20 (hint: i try to go with a number that's divisible by 4)
rotation arc: 360
rotation start angle: 0
rotation height: 0
you can preview to make sure you have what you want... it should look like this:
(note that my cylinder's width would be 360 and its wall width would be 16)
http://ramrod.unl.edu/~radikal/torus1.jpg
after hitting ok, the finished torus should look something like this:
http://ramrod.unl.edu/~radikal/torus2.jpg
Now, you need a right angle, so use the clipping tool to cut the torus right down the middle both vertically and horizontally. I usually choose to keep all parts of the torus (and this is why I had you create a full 360 degree torus instead of just 90 degrees) because if these are sewers, you'll probably have more twists and turns that you can use the other parts for.
clipped :
http://ramrod.unl.edu/~radikal/torus3.jpg
inside final product:
http://ramrod.unl.edu/~radikal/torus4.jpg
edit: make sure when you hollow your cylinders you clip off the ends, otherwise they'll have a piece in the way at the top and bottom
hope that helps!