Yep. Nazis. Beneath your very boots. (Well, actually, that’s another book.)
The Indiana Jones films expose only some of the strange occult beliefs and mythic pursuits of Hitler’s SS; beyond the Holy Grail and Spear of Destiny, Atlantis and Shambhala, there was the Hollow Earth.
It is hard to pinpoint exactly where the whispers started, claiming that the Nazis built a secret base in Antarctica, one not on the surface of the world, but inside of it. The Thule Society was a German organization interested in the study of Aryan origins, ‘Thule’ being the mythical land in furthest north. In the nineteenth century the ‘Ultima Thule’ came to represent the unreachable Poles that thwarted expedition after expedition. Germany’s Thule Society could boast a wide range of future Nazi leaders (including Himmler and Hess) and the studies conducted by the society undoubtedly influenced the occult leanings of the Nazi party, even as the Nazis pursued a course of persecution of occultists following their rise to power. The Third Reich did claim a portion of Antarctica, New Swabia, in 1939, but never returned to establish any base and the territory never came into play during the war.
After the war, German expatriate Willy Ley published an article in Astounding Science Fiction, “Pseudoscience in Naziland” (May 1947, pp. 90-8) in which he proposed the existence of the ‘Vril Society’, drawing on Bulwer-Lytton Vril-ya civilization in The Coming Race. Jacques Bergier and Louis Pauwles associated this Vril-ya Society with the Thule Society and the Hermetic Order of the Golden Dawn in their book The Morning of the Magicians (1960). In all likelihood, this is fanciful speculation at best, building upon rumours already extant. Holocaust denier Ernst Zündel actually sold tickets promising seats on an expedition to the South Pole to find the opening used by the Nazis to retreat to the interior. 
These rumours and semi-fictitious articles, however, have provided a rich field of entertainment for popular culture. By this point, even if you haven’t seen it, you have likely heard of Iron Sky, or ‘Moon Nazis’ in common parlance, the crowd-funded B-movie about Nazi descendants living on the dark side of the moon and flying UFOs. More recently, there has been a push to produce a sequel for 2016, Iron Sky: The Coming Race, drawing on Bulwer-Lytton’s work:
This strongly echoes the 2012 Asylum film aptly titled Nazis at the Center of the Earth. The latter – or former, depending on your temporal perspective – featured both a Nazi UFO rising out of the ice of Antarctica and a robot Hitler. Seriously.
Besides these B-movie efforts, invoking Bulwer-Lytton’s Vril-ya and UFO from inside the world (derived from Raymond Bernard’s 1964 book The Hollow Earth), there are several more literary examples – of varying quality – that explore the idea of a hidden enclave of Nazis underground. Indiana Jones does not miss a chance to revisit Nazis occultism, Max McCoy’s 1997 novel Indiana Jones and the Hollow Earth sending Indy to the Arctic to battle Nazis in search of Ultima Thule. McCoy has done his research on the subject, and his Nazis are looking for the ‘Vril crystal’ to make Hitler’s army invincible. Mick Farren’s 2002 novel Underland takes more vampiric approach to the hollow earth (the main protagonist is the vampire super-spy Victor Renquist), with a secret Nazi country plotting to retake the surface world.
The question to ask is why Hitler and his minions are so often portrayed as living beneath the earth still? Because it was so hard to accept that a force as devastating, powerful and destructive as Adolph Hitler came to such an inglorious end in a bunker beneath Berlin. Global post-traumatic stress could not easily let go of the nightmare. That Hitler waits beneath the surface of the earth seems as believable a threat as Lucifer, and fulfills the same need to be prepared for the worst. Rather than continuously reinventing the underworld, the tropes of nineteenth century novelists and occultists flesh-out the narrative. The internet has allowed conspiracy theorists and occult historians to share information and perpetuate the Nazi/terra cava connection.