The closest example that comes to mind (and I hate that it's this) is the first Resident Evil movie back in 2002 where the majority of the movie takes place in the underground lab, The Hive. Or perhaps the new video game Pragmata which takes place on a lunar base taken over by an AI. Doesn't have to be extreme horror or anything super gory, but a story that involves a person or people exploring/surviving what I've described above.
by HughJManschitt
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Silo/Wool.
>Silo is a dystopian series of post-apocalyptic science fiction books by American writer Hugh Howey.
[…]
The story of Wool takes place on a post-apocalyptic Earth. Humanity clings to survival in the Silo, a self-sustaining subterranean city with 144 floors. No records of the time before the Silo remain.
— wikipedia
Dungeon Crawler Carl? 🙂 (LitRPG)
Neverwhere
Check out Goodreads list “Best Books with Underground Setting”. (Though it includes *Watership Down*, because rabbits live underground, I guess. 😆)