At the Mountains of Madness by H.P. Lovecraft deals with the exploration of a partly subterranean city in Antarctica.
Other than that, I can't think of a whole novel devoted to dungeon exploration, but there are parts of a couple of novels which are:
The passage through Moria in The Lord of the Rings is a dungeon expedtion, complete with an adventuring party.
One of the "Dray Prescott" novels (A fortune for Kregen, I think) deals with treasure hunters entering the monster-haunted labyrinth of the Motyr Lords - very D&D-like.
Some short stories also deal with the subject, such as HPL's "The Nameless City" and "The Shadow Out of Time".
Somewhat related:Basil Copper's novel The Great White Space deals with an expedition into what I'd call the Underdark rather than a dungeon per se. I'd say the same of Journey to the Center of the Earth.