Metro-2, Russia
There have been numerous rumors during Joseph Stalin’s reign as the head of the Soviet Union. One of them was a second secret underground metro system that was built between multiple governmental headquarters such as the Kremlin and the Federal Security Service. Though such metro systems have never been confirmed, several people claim that they’ve been able to uncover the entrances and tunnels of the said secret line.
If these super-secret railway systems existed, it’s definitely situated in Russia. Under Stalin’s leadership, the country underwent a surmountable degree of questionable activities, and you could say that an underground secret railway system was one of them. If a secret railway station like Metro-2 ever exists, you’d bet your biscuits that the average man wouldn’t even be allowed to know about it. However, if you did know, then you probably won’t live to tell the tale.