What is the setting of Neverwhere by Neil Gaiman?

The events of Neverwhere take place in London, but straddle two parallel worlds. In the "real" world, the so-called London Above, ordinary Londoners live out lives familiar to the reader. In London Below, however, people eke out a scavenger's existence in a hidden world of anachronisms and nightmares. The people of the world Above are visible to those Below, but not the other way around. London Below is a mysterious and shadowy world, and it is a metaphoric underworld. London Below is like Londoners' subconscious, filled with the things that have been forgotten and ignored. In it, Richard is able to explore his inner demons because a journey to London Below is also a journey beneath the surface consciousness of the mind.