There's always something glamourous when you think of secret passageways or entrances, that can lead to the unknown. Europe has quite a few famous ones, the Catacombs under Paris, a web of more than 300 feet beneath the city level, and Cappadocia Turkey, a subterranean city (such as Kaymakli or Derinkuyu) carved into rock that once housed thousands of natives. A multilevel civilization of granaries, stables, wells, chimneys, water tanks, wine cellars, cook fires, churches, and storage pits are all connected by a tangled web of passages.
Myth or Fiction?
Rumours of a possible "City of the Gods" is still shrouded in conspiracy stories. A complex network of natural caverns, ancient chambers, subterranean rivers and hydraulic waterways are said to lie beneath the Giza Plateau.
History Channel made an in depth documentary called "Cities of the Underground", link to part 1 here.