Pendleton, Oregon has a great "underground", which was created to keep the Chinese workers out of sight in the 1800's and into the 1900's (they were "tolerated" during the day but had better not be seen at night). We took a tour through the passages and rooms a few years ago...there were dormitories, stores, opium dens, bordellos, laundries, butcher shops, bakeries, etc.
The Ozkonak underground city in Cappadocia was pretty interesting, too, except I kept cracking my head when passing through doors. I'd post some pictures but my $#!*^!$# computer won't let me.