Dragon Quest III. Consider this map:
No, that's not the dungeon. Now, why's this guy showing a small part of the overworld map instead? OK, see Promontory Cave? And Najima Tower? Also that little clearing in the forest in the middle, south of Reeve?
They're all interconnected. It even connects to the dungeon of the castle in Aliahan!
You can actually use them to get around, if it wasn't a relatively dangerous cave at low levels (this is the first area so you start at level 1, but some of the beasties down there can pound you if you don't first grind to about 3-4 and get some decent equipment.)
There's no given explanation for this, but plenty are plausible, and that's the beauty of it. Promontory Cave is the farthest out, the lowest level, and has a natural cavern look. The forest entrance is right next to a warp portal that leads to another continent. Najima Tower is the residence of an eccentric wizard. The B1 level that connects them all is worked stone and kind of resembles a sewer system. So it's plausible to think the dungeon was basically an expansion of Aliahan's sewer, used to secretly go to and fro the various areas for some reason. But again, none of this is discussed or explained by the townspeople except to point out you access Najima Tower from underground (because 8-bit JRPG sprites can't swim). It's all told to you through the design of the dungeon itself, so it has a much more immersive feel than just a random cave you sweep for treasure. It also adds complexity that isn't just disorienting crap for the sake of padding the game. More like, you're just so used to dungeons being a get-in-and-get-out affair that you're initially shocked when you climb a staircase and find yourself in an area different from where you came in or where you're going. Like whoa, this place actually has a purpose!
And yeah, no other dungeon in the game looks quite so thought out.