There is a society in Berlin (Germany) that gives tours through the Berlin underground.

http://www.berliner-unterwelten.de/en/002/002.htm

Apparently you can visit Subwaystations that are huge but have no rails, so nobody ever goes there, the Sewers and old Bunkers from WWII and the cold war and more. I've never been on a tour but supposedly it's very interesting. Some of this stuff is partly destroyed, which must give it an even more creepy air.