There is a difference between real dungeons and game dungeons, Game dungeons have historically been over sized. Such as some in Skyrim.
I think including real world dungeons like a torture chamber size dungeons or something that would be found under a castle would be fun. Maybe some small mines, but nothing like a subterranean city.
Other underground sites which would be fun would be like cellars, basements in large houses, like storage cellars.
Maybe even escape routes which could be found as an alternate path out of an underground basement.
A lot of caves in Europe can be quite large like miles deep but I think it may take away from the game since there wouldn’t be anything in there anyways.
Some sites have minor underground living abodes like on the side of a mountain, like Hobbit lore. This would be nice. In Europe I think the dirt homes where it is built into a hill would be pleasing to the eye.