Underdark
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The Underdark is the term for the massive cave system under the continent of Faerun, in the Forgotten Realms campaign setting of Dungeons & Dragons (and also in Greyhawk.) Drow and duergar are the Underdark's iconic residents, but lots of monsters live down there. (because apparently Mindflayers aren't "iconic" enough)
Of course, calling the Underdark a "cave system" is like calling the God-Emperor of Mankind a "powerful psychic" -- technically true, but doing an injustice to the scale of the thing. The Underdark stretches under the entire continent, and it is an entire ecosystem unto itself, with rivers, lakes, abysses, hills, and all of the other geological features we know and love from the surface world, all with a stone roof overhead.
When adventures in the Underdark first debutted, a special proviso was laid on most of the items found therein- most magic items found there became normal or disintegrated about a month after leaving the Underdark, which was some of the most insulting cheese that players had ever eaten.
Most surface-dwellers only think of the Underdark as a single uniform entity (i.e. a massive cave system where nasty monsters come from), but it can be divided into three general depth zones based on the conditions and inhabitants:
- The Upperdark or Upper Underdark is the region within approximately three miles of the surface. It's got most of the creature comforts of the surface (as far as the availability of food and shelter go), just a little dark and scary in places. Most traffic with the surface happens here, so most of the creatures living here are, well, nobody's really friendly down here, but at least not immediately hostile. Dwarf kingdoms dig down into this layer to expand; goblins and orcs set up camps and settlements here; they may also be brought here by factions that enslave them.
- The Middledark or Middle Underdark occupies the earth between three and ten miles of the surface. It's too far down to get regular circulation of air and water from the surface, so the ecosystem is poorer for would-be adventurers; what oases and natural resources do exist are all claimed and guarded. The drow rule here, and the largest duergar and mind flayer settlements can be found here as well.
- The Lowerdark or Lower Underdark is everything below ten or so miles down. This far deep, the Underdark is not nearly as interconnected, so it is much more fragmented into regions that can only be reached from the Middledark, teleportation, or other roundabout means. Most people from the surface have no interest in coming down this deep, and most creatures that live down here have no interest in going to the surface, which is good, because things get really weird this far down. Aboleths and beholders are the dominant creatures, and the unwary adventurer may find herself falling through a portal to another plane, especially the Plane of Shadow. These portals become more frequent as you go down, leading some to suggest that the Lowerdark has no bottom, and simply becomes the Plane of Shadow. This probably isn't true, but nobody's ever mapped the Underdark to the bottom, so we can't say for sure. On the plus side, there are the "desmodus", a.k.a. bat-people (named for the Desmodus genus of bats, more commonly called "vampire bats"), who are actually nice, if isolationist.
There's also another place even further down called the "Utter Dark" which even the Drow dare not to tread. No light has ever reached this place, not even magical light (which doesn't work down there- Hah! take that Wizards!). If you manage to last 30 seconds down there without being slain by the madness of complete darkness, then you get perfect darkvision for a year. Good luck clawing through three levels of perfect hell first to reach it though. It's said that the Utter Dark was where Sly Marbo was born.
Other Settings
In Eberron, the Underdark is replaced by "Khyber," the Dragon Below. It's similar enough to bog standard Underdarks, except that there's there's a higher population of Rakshasas present, trying to free their Rajah overlords. Also Night Hags. The deeper you get, the less reality makes sense.