We had a wonderful time on a rainy day in Paris, France February 2011 discovering the "passages" through the city. I did some research on the topic on TripAdvisor and in other places and found a wealth of material. These are early 19th Century shopping arcades which have, fortunately, survived over the years.
When we were in Istanbul just recently, we found several similar passages, although not all had coverings and some mainly were a collection of restaurants. But wonderful to find nonetheless. The ones we visited were in the Galata and Beyoğlu areas. For further information on Galata, Istanbul, Turkey in WikiTravel, you can find an introduction here.