Probably the only unsubsidized form of transportation is walking across a field, wearing down your own path.
In fact, some transit should be sold as enhancing the drivers; those people will never use it but everyone likes fewer cars on the road.
However, I do take exception to your "everything is subsidised" argument; without even digging into it I can tell you for sure that trains have at least an order of magnitude less investment per km than roads do; and that's for existing infrastructure not to mention how much that lack of investment in new infrastructure has taken. -- Put another way: you can give me $1 and another person $1billion and claim that we both received money; the amount is important to acknowledge.