The off-table interiors idea came to me back in the beginning of my Chaos in Carpathia days. I liked the idea of minis moving through buildings and underground in crypts and so on. However, I've never been a fan of buildings with fully-modeled interiors on the table. The big problem I find is, table-top buildings are usually (and necessarily) out of scale with the models and the rest of the table. So, when you lift the roof off of an Inn, there's only enough room inside for three beds and a table. When I made my interiors, I measured the corresponding building's footprint and increased the interior floor size by a third. After that, I started making loose pieces for underground settings and, along with my collection of furniture, it made for a very "full" games table where characters can really interact with the setting.
In Pulp Alley, I find that terrain isn't as mechanically integral to the game (which is a good thing), so even a small one or two-room crypt under a 3x3 table would be plenty to add something to the game. We are planning on making either an arctic or a desert terrain set. In either case, the underground tiles could be used to represent crypts, ruins, or the forgotten bastions or lost or alien civilizations.