I think all old cities have a "secret underground". Many major
European cities, especially in the north, have deep excavations for
underground roads, trains, shopping centres. In the winter months when
the snow and dark comes, transport and life patterns change. I can
think of times in Finland and Sweden when it felt like I hardly left
the underground for weeks on end. For a good portrayal of this
feeling read "The Machine Stops" by E.M.Forster. Anyone who has
visited cold war labyrinths, or even the German war tunnels under
Jersey knows the familiar concrete catacombs. Like an endless game of
Half-Life. There are many secret tunnels beneath London, including
"ghost" tube stations and preserved wartime military estates. Some are
reused as data storage, archives, and cable conduits. It would be
surprising if Moscow
didn't have such facilities, even if they're
not publicly usable.
I suppose the "danger" of these, for crackpots - and I include
presidents and politicians - is the illusion of invulnerability they
give, potentially leading to Dr. Strangelove type "bunker mentality".
There's really no reason you'd survive a major NBC attack down there,
you'd just take longer to die while eating crappy MREs and waiting for
rats, traitors or accidental contamination to get you.