I'm kind of surprised that no one has mentioned Earthdawn and its kaers yet. They're essentially enormous subterranean settlements built to serve as magical fallout shelters in order to ensure that civilization survived a magical cataclysm known as the Scourge. In the setting (which takes place after most kaers have opened and society is well on its way toward being rebuilt) kaers provide both an in-setting justification for dungeons. Lots of Earthdawn stories revolve around exploring a seemingly abandoned open kaer, stumbling across a closed kaer and trying to get in, or going into a kaer that was corrupted by a Horror during the Scourge and turned into a nightmare.