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Moscow Metro-2, Russia

So you've heard of the Moscow Metro, right? Well, what about Moscow Metro 2? Yeah, there's a second one, and here's the kicker - it's almost completely underground. It's also kind of a secret, so don't go around yelling about it. The Metro 2 is a system of underground tunnels made in case of a nuclear catastrophe. In the event of such a hazardous event, life could continue underground.

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That is, at least, what the creators had in mind. The whole thing was built throughout the first years of Stalin's reign.