The Underground world is a small location accessed by sleeping in a randomly chosen "dream bed". Following The Staircase of Hands, you go to a storage area which leads to the Spaceship. If one wishes to explore this area, either the Umbrella or Yuki-onna effect must be used in order to douse the flames that block your path. The flames can also be used to trigger the Melting Madotsuki event.
Along the way, there is an elevator which can be taken to the mall, with the twist that the otherwise blocked-off second escalator will be accessible. This route leads to the Witch's Flight event.