We visited Cisternerne in Copenhagen and it was awesome. The current exhibition is almost only lit by mirrors that reflect only one light source and you get to walk around in the old underground water tank in darkness.
Two shafts light up the wooden path ways and a camera obscura shows the mansion above on a wall underground, which was pretty cool too. Obviously we took a couple of shots when we were there, because it really looks like an abandoned mine or bunker, just in the middle of Copenhagen.
The exhibition is open until February 2nd, we can only recommend you have a look yourself, because you only get smell, sound, temperature and water droplets on your skin there, not on the pictures below ;)