The underground cities in Cappadocia are no longer inhabited. They are a tourist attraction. They were carved out of a very thick layer of volcanic ash. The volcanoes are extinct, but in prehistoric times had put down a layer of ash several hundred feet deep. Starting at the surface, the city builders had dug down into the consolidated ash. They carved out several layers of rooms and galleries, with couches and other furniture likewise carved out of the ash. Air vents extended from the surface to the lowest layers. Walls had places for lamps carved into them, and the soot was still visible.
So far as I could see, the only problem for the inhabitants would have been water. They'd have had to haul it down the stairways, or lower buckets down the Air shafts.