Underwater, Underworld, Underground. I do seem to take my characters below the surface of the earth on a rather alarming frequency.
In the Heavenly Sins series, as well as the spin off novel, Falling into Darkness, the Underworld of the demons is a vast realm ruled over by the king of the demons. It contains many levels and is a huge labyrinth of tunnels. In some places time moves swiftly, and in others it slows down. You never know what is down the end of a tunnel or lurking in the darkness. It isn’t a place that is recommended for a visit at all.
Also underground is the futuristic world of To See the Sky, which is another labyrinth of tunnels. These are constantly being extended to accommodate the increasing human population and the lower the level, the more choking the dust from the drills. Again this isn’t a place you’d want to visit if you could help it.
Finally, there is my underwater world of the sunken city of Atlantis. The continent was sunk by the gods to save the Atlanteans from a coming war, and the city became the home of the merpeople who lived in the waters before the island sank. It isn’t an easy place to visit, and only descendants from Atlanteans can survive at such depths without specialist equipment, but it is far more preferable to the others. The underwater city has a beauty all of its own and the merpeople are welcoming to everyone.