So I just read in interesting post over at Lawful Indifferent entitled "Megadungeon World". That immediately made me think, hmm, what if you had an entire world which was honeycombed with megadungeons (plus some above-ground sprawling "dungeon" structures) so it was actually a world of megadungeons? Maybe the surface of the world was too dangerous to live on and so all people (and a lot of creatures) lived underground. And in the past the various peoples trained wizards or had lots of earth deity clerics or something who could tunnel and shape much faster than normal miners. Some areas would be cities and fortresses (the megadungeons) and many other areas would be Underdark style "wilderness" cavern complexes.
For some reason most of the megadungeon sites were devastated long ago
and now await brave adventuring types to check them out. Here and there you have pockets of civilization, like underground city-states, but the rest is dungeons and wilderness. In a few places there are rare trade routes, in others the city-states are constantly warring and the only contact is violence.
Adventuring on the surface possible but more dangerous than the underdark areas below. However venturing out onto the surface often allows you to travel more directly to places than following twisting underground natural caverns. Also, in some cases there is no underground access from where you are and you're forced to make a perilous journey "topside" to get to the next opening leading back down.
A DM could start populating a megadungeon world by just collecting all the published megadungeons and plotting them on a map. Then sketch in some underdark areas and connections in between and you're ready to start.