According to a team of explorers led by Andrew Collins, a cave complex is located under the Giza plateau in Egypt. This is interesting because this system of caves could have been the source of the ancient Egyptians' descriptions of an underworld known as Rostau, or the Duat. This "discovery" is actually the re-discovery of an area first described in the early 1800's, but which apparently has remained virtually unexplored since then.

A general description of the discovery can be found here.

http://www.msnbc.msn.com/id/32417238/

A more in-depth article written by Andrew Collins, the leader of the exploration team that most recently found the caves is available here:

http://www.andrewcollins.com/page/news/EQ12%20_2_beneath.htm