When I was young, my dad's construction company did a job for an incredibly wealthy, and odd family. He installed a secret compartment in a built-in piece of furniture. The child of the clan was then able to escape, in the event of a kidnapping, or other potential violent event in their mansion. The kid could either hide in the furniture, or escape through a hidden door to the exterior.
In the small town I grew up in, a local guy removed the floor from his detached garage, dug down and made it a full basement, with a load bearing concrete floor above, to park his car. He then excavated the yard and built a concrete tunnel going from his house basement to his new garage basement.