Where would a dense population of human beings live underground?

By that, I don't mean what type of structures, I mean under which part of the Earth? It's an extremely densely populated nation. As densely populated as many major cities - think Hong Kong and more specifically the Kowloon at its prime.

I'm struggling to think about where on our planet this place would be and roughly how big it would be. I need to know this for traveling distance purposes. For reference, Hong Kong is 2754 km² with a population of 7.347 million people - that's around 6500 people per square kilometer.

Also, assume they have the tech to be able to build and maintain this space as this takes place a thousand or so years into the future. They have absolutely no contact with the outside world so it doesn't necessarily have to be entirely under an inhabited continent but certainly off of the coast of one.

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Where would a dense population of human beings live underground?

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