Yes!
In the Pathfinder Chronicles Gazetteer (the 64-page, soft-cover book), on p. 40 (the end of the Realm of the Mammoth Lords entry), it says the following:
"Incredible rumors suggest that the beasts that make the realm famous somehow emerged from an impossible underworld with its own false sun, a savage microcosm in which the dinosaurs never died and humans never emerged from their primitive origins. The Pathfinder Society has mounted five expeditions to this rumored inner world, but none of (sic) have ever returned from the country alive."
You can also find the same quote on p. 94 of the Pathfinder Chronicles Campaign Setting (the 256-page, hard cover book).
Also in the same Campaign Setting book is described some of the vaults of Orv, an area of the Darklands (the Pathfinder equivalent of the Underdark). Here is an interesting passage from p. 205:
"Some are said to be so huge that they are themselves inverted worlds, that the denizens walk and live along the inner surface of the vault in defiance of gravity, and that their skies are lit by a glowing orb of brilliance akin to the sun itself floating at the immense cavern's center."
The last reference of which I am aware appears on pp. 47-48 of the Into the Darklands book. The passage is too long to quote here, but it describes a vast cavern called Deep Tolguth that is likely the origin of the rumors mentioned in the other books.
Thanks,
Atavar