Mithraism was a mystery religion centred on the god Mithras. It was practised in the Roman Empire from the 1st to the 4th century CE.
Worshippers of Mithras had a complex system of seven grades of initiation and communal ritual meals. Initiates called themselves syndexioi, those “united by the handshake”. They met in underground temples, called mithraea, which survive in large numbers. The cult, similar to the Freemasons today appears to have had its centre in Rome.
Temples of Mithras are sunk below ground, windowless, and very distinctive. In cities, the basement of an apartment block might be converted; elsewhere they might be excavated and vaulted over, or converted from a natural cave.
The Temple of Mithras in London was discovered in 1954 during the building of Bucklersbury House. In Roman times the temple was situated just to the east of the River Walbrook, which was a freshwater stream coming down from the hills to the north of Roman London.
I think there was an underground shrine thought to be Mithraic in the Roman village near St. Albans.