There are aliens buried under the Vatican. Also, giants. The Statue of Liberty stands on top of the spot where Captain Kidd's treasure was supposed to be buried, along with a demon. And there must be something important buried under Jerusalem's Temple Mount. (Probably the Holy Grail.)
Secrets get buried—or at least that's what people want to believe. Pick basically any major world monument, and you'll find there's some wild theory about what's to be found below. Often, it's aliens, or treasure, or both at once, but some ideas about secret underground stashes are stranger, more amazing and maybe even true.