Theres some people out there that believe that theres another advanced race living below the earths surface, within huge networks of underground tunnels, catacombs and caverns all throughout the planet..
I'm interested, but not convinced. However after randomly spotting this digg story, it resparked a little interest in the Parisian Catacombes and I googled my way to all sorts of stuff:

Man Gets Lost in the Catacombs of Paris (Part 1 - 10mins)

Man Gets Lost in the Catacombs of Paris (Part 2 - 10mins)

Claustrophobic much? Imagine being the guy that got lost, alone, miles underground, running in the dark, through a tunnel made of millions of skeletons!
That'd have to be my nominee for the "worst death ever" award..
Even the "experienced" cataphile looked pretty freaked out after the manhole wouldn't open and they had to backtrack for another 6hrs.

In 2004, police discovered a fully equipped cinema and restaurant:
"There were two swastikas painted on the ceiling, but also celtic crosses and several stars of David, so we don't think it's extremists. Some sect or secret society, maybe."
The whole place was decked out, massive ampitheatre,kitchen,bar along with 3 phone lines and power, but:
"Three days later, when the police returned accompanied by experts from the French electricity board to see where the power was coming from, the phone and electricity lines had been cut and a note was lying in the middle of the floor: "Do not," it said, "try to find us."

For a more recent personal experience of these tunnels, check out this cool writeup on infiltration.org.