Cellars are very common, most houses have one. But there are differences. Some cellers from the middle ages are really huge and have an interesting story. That is the sort of cellars, predestinated for showcaves.com.
Some cities are built on soft rocks, like sandstone, tufa, or travertine. Those rocks are so soft, sometimes it is even possible to dig a hole using pickaxe and shovel. Travertine is cut with a saw, as long as its still underground and humid.
Often, there is a second benefit in building a huge cellar: the removed material may be used for another purpose, building houses, sand for mortar or for cleaning (as an abrasive).