There are whole communities living in the sewers, tunnels and spaces under places
there is a complex of "lowers" beneath a chunk of downtown Chicago - i.e. Lower Wacker where the chase scene in The Dark Knight was filmed
there are multiple levels - lower and lower lower - replete with a bewildering array of staircases, ramps, shortcuts and dead ends
there are always, unsurprisingly, quite a few homeless people living there, despite the city's sporadic efforts to expel them
it's not fully enclosed so it's not quite the same as a sewer or tunnel, but it is quite subterranean, the eternal glare of sodium lighting on concrete, air always clammy (nice in summer tbf)
I'm through there all the time for work and the more isolated parts always have a kind of half-life gloom