Between 1999 and 2003 the 41-year-old visited these cities, as well as Athens, Berlin, Moscow, New York, Sao Paulo, Stockholm and his hometown Lisbon, and rode their subway systems, drawing whoever happened to sit in front of him.
"I couldn't choose, it had to be random," he said in an interview.
He did around 300 hundred portraits in each city, at different times of the day and in the various lines of the subway systems.
A sample of the sketches have since 2002 been posted on an award-winning Internet site (www.subway-life.com) which has so far received over 1.2 million visits.
Now Goncalves is preparing to launch a book during the first half of 2006 that will feature 500 sketches, 50 for every city, as well as photographs.
The Internet site currently features just 10 sketches from each city although Gonclaves hopes to one day put all of the drawings he did online.
The goal of the project, dubbed "Subway-life", was to depict the flow of commuters heading to work and home again in five continents.
While for the most part Goncalves found subway commuters around the world behaved in much the same way, he says that people tended to be more protective of their personal space the further north he traveled.
"London was perhaps the easiest city to do. The world could be falling apart around them and they act like nothing is happening. It is the complete opposite of Cairo," he said.
In the Egyptian capital people often surrounded him and made comments as he made his sketches, he added.
Goncalves said that he never asked for permission before drawing someone, except in Egypt where not to do so would be considered offensive.
His targets often noticed that they were being sketched, but the only violent reaction occurred in Moscow, the city that he decided to do at the end of his project, along with Cairo, because he predicted that these two would be the most challenging.
While on a late night subway trip in the Russian capital, a man who he was drawing, who appeared to be under the influence of alcohol, grabbed the sketchbook from his hands and threw it on the ground, said Goncalves.
Several people asked to keep the sketch that he did of them, while in Brazil he received several invitations to people's homes for dinner after drawing them.
On one occasion in Cairo the subway carriage went silent when a middle-aged woman asked Goncalves to draw her.
But the commuters erupted into applause and cheers after the woman showed her pleasure with the sketch that he did of her by breaking into a huge smile.
"I felt like Cleopatra had just spared me from being fed to the crocodiles," said Goncalves.
He first began sketching commuters while studying theater design in London, in part as a way to practice his drawing, and only later while on a trip to Nepal did the idea to draw people in subways around the world occur to him.
Goncalves said that he had received two e-mails from people who recognized themselves in sketches posted on his Internet site.
"They wrote and said 'So that was what you were doing!'," Goncalves said.
© 2005 Agence France-Presse
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