Dorchester, in Dorset, has the same sort of thing. There's at least one tunnel crossing the main street, coming up near the County Courts. It's said that Judge Jeffrys (the Hanging Judge in the Bloody Assizes) used them to get from his lodging to the courts, to avoid being mobbed.

If you go into the Royal Oak pub just up the road, the cellars there actually cover more ground space than the pub building.... there are passages that have been blocked up and turned into storage and many bar staff have reported strange noises, cold spots and draughts from unknown sources.....


LTS