There’s a subterranean Victorian street, complete with original store fronts and a cobbled road, hidden beneath London's Oxford Street. Selfridges was built 1909, and is one of the buildings situated above it.

A music documentary called the Ghosts of Oxford Street aired in the UK in 1991, as a ‘celebration of Oxford Street - this retail mecca and its history’ - directed and narrated by Malcolm McLaren.

This documentary is rumoured to have been partially shot there. Secret London: more streets beneath London streets contains some anecdotal information, along with video screenshots.

Another long buried street in the same area, and possibly connected:

The Buried Remains of Little Compton Street (pics). Look down the sewer gate on the corner of Charing Cross Road and Old Compton Street and you will see the buried remains of Little Compton Street. In 1896 this area was demolished for the building of the Charing Cross Road. The street level was raised and an office block eventually was built on the site of Little Compton Street, consigning it to history.

Here’s one in Edinburgh (pic). Mary King's Close was partially demolished and buried due to the building of the Royal Exchange in the 18th century. It's not clear how far down this is, but the original tenements were eight storey's high.

It’s surprising how many of these are dotted around (beneath) the UK, seemingly unknown by those who live or work nearby. I only found out about these when looking for information on a massive storage vault/ salt mine in the UK. Went slightly off-track, but find it fascinating, and believe it may be of interest to some here.