I recently learned of a spectacular example of this: The Forestiere Underground Gardens in Fresno:

https://en.wikipedia.org/wiki/Forestiere_Underground_Gardens

The Forestiere Underground Gardens in Fresno, California are a series of subterranean structures built by Baldassare Forestiere, an immigrant from Sicily, over a period of 40 years from 1906 to his death in 1946.

Baldassare dug a small cellar to escape the summer heat. He was likely influenced by Roman catacombs and wine cellars he had seen in Italy. Finding it effective and comfortable, he carved a series of attached rooms and took up residence there. Baldassare then began experimenting with growing trees in underground chambers with skylights, and found that with care they would grow well, and being below ground protected them from frost.

http://www.undergroundgardens.com/

See also https://en.wikipedia.org/wiki/Earth_sheltering