An underground Chinatown once existed in the vicinity of Main & Broadway but the extent of which is unknown (as far as I'm aware). Artifacts were discovered when excavation occurred for the Myriad Convention Center South of Sheridan (Grand).

According to Images of America: Oklahoma City, Statehood to 1930, by Terry L. Griffith, p. 119: "The Underground, c. 1925. This view of the Bassett Block at Main and Broadway shows the entrance to the underground Chinatown. Bill Skirvin would sit in his hotel lobby and watch the Chinese residents enter the alleys behind the Bassett Building and walk down the steps leading to their very private world."


For more, see this fascinating article on the Chinese Underground and Oklahoma City resident Willie Hong written by Larry Johnson at the Okc Metropolitan Library System. (Once there, you may need to click your refresh button for the target page to load.)

Also, Xiaobing Li, professor of history and associate director of the Western Pacific Institute at the University of Central Oklahoma, and who served in the People's Liberation Army in China, has written on the topic. He presented his paper, Buried Memories: Underground Chinatown in Oklahoma City,1900-1920, at the 2004 Annual Conference of the Western History Association and another, Chinese Immigrants' Experience in Oklahoma City, 1900-20, at the 2003 meeting of the American Historical Association. According to the 
Newsletter of Chinese Historians in the United States, Inc. (Spring 2003):

"LI Xiaobing (University of Central Oklahoma)'s study of the Chinese experience in Oklahoma and Ling Z. ARENSON (DePaul University)'s study on the Chinese communities in Chicago constitute departures from the much studied major Chinese settlements on the East and West Coasts. LI Xiaobing discusses the "underground Chinatown" in Oklahoma City. This Chinese community, discovered in 1969, was under five Chinese business shops in the downtown area. It was said to be about a mile long, covering two blocks. About 100 to 150 Chinese lived in the basements in this underground Chinese community between 1900 and 1930. By discussing this little known Chinese experience in Oklahoma, Li has argued that although the labor shortage, coupled with a lower level of prejudice and racial discrimination in Oklahoma, especially in the Indian Territory, drew a small number of Chinese from the West Coast as early as the 1880s, this Oklahoma advantage had its limitations. As early as 1890s, constrained by the limited possibility of economic advancement in the Indian Territory, more and more Chinese moved to Oklahoma City, where they lived in basements under Chinese stores and engaged in service occupations, primarily hand laundries and restaurants, as did their counterparts elsewhere. Some of them were believed to have died and were buried there, near where they had lived. Both metaphorically and factually, this underground world was powerful evidence of the wide spread hostility against Chinese during the Exclusion era. Li's study has surely added a new regional and spatial dimension to our understanding of the drudgery and hardship Chinese immigrants had to undergo during the Exclusion era (1882-1943)."