I forgot: Peter Ackroyd also just released a book entitled "London Under":

From the author of the bestselling London: The Biography, a poetic and powerful urban history of life and legend beneath London.

This is a wonderful, atmospheric, historical, imaginative, oozing little study of verything that goes on under London, from original springs and streams and Roman amphitheatres to Victorian sewers and gang hide-outs. The depth below is hot, much warmer than the surface and this book tunnels down through the geological layers, meeting the creatures that dwell in darkness, real and fictional -- rats and eels, monsters and ghosts.

There is a bronze-age trackway under the Isle of Dogs, Wren found Anglo-Saxon graves under St Paul's, and the monastery of Whitefriars lies beneath Fleet Street. In Kensal Green cemetery there was a hydraulic device to lower bodies into the catacombs below -- "Welcome to the lower depths". A door in the plinth of statue of Boadicea on Westminster Bridge leads to a huge tunnel, packed with cables -- gas, water, telephone. When the Metropolitan Line was opened in 1864 the guards asked for permission to grow beards to protect themselves against the sulphurous fumes, and called their engines by the names of tyrants -- Czar, Kaiser, Mogul -- and even Pluto, god of the underworld.

[Bonus: sewer scenes in Dan Simmons' "Drood" (which derives a whole lot from Dickens and Wilkie Collins) and, of course, the Robert Downey Jr. version of "Sherlock Holmes"]