Oklahoma City's Downtown Guy has fascinating information about an underground Chinatown that existed under the basements of some of downtown Oklahoma City's buildings, from the turn of the 20th century until the 1940s.
In 1921 the Oklahoma Department of Health began a campaign to improve sanitation and living conditions in the stateīs boarding houses, restaurants, grocery stores and the like. So in January, state health inspectors swarmed over eighty locations in Oklahoma City - six inspectors and one sheriff went underground. The inspectors were doubly amazed when they entered the subterranean village via a blue door in the alley off Robinson between Grand (Sheridan) and California - they did not expect the underground area to be so extensive nor did they expect it to be so clean.The inspectors found several caverns of sleeping rooms extending from a central living room and kitchen and they reported that all the passageways were expertly dug and quite securely designed. Apparently two men shared a hollowed out room with dirt walls and floor and slept on grass mats placed on the floor. There were enough of these rooms to house an estimated 200 people. One inspector reported that the area seemed well-suited for three things - sleeping, eating, and gambling. Inspectors assured the Chinese inside that they werenīt concerned with gambling, just safety, and went about their business. At first they had assumed there were only two levels, but when they were all-too-eagerly greeted by men at the far end of the system, they realized there mustīve been a third level below which allowed someone to run ahead and alert the other residents.
This is the sort of mysterious place you wanted to believe really existed.
There's a lot more information in the Downtown Guy's entry.