Layers of the Underworld, as seen in Wild and Horned Hermit.
Anywhere underneath Gensokyo
The Underworld (地底 chitei, underground) is a world beneath the surface of Gensokyo, and consists of many regions. It is the main focus of the plot of Subterranean Animism. It's suggested that it's a separate world from Gensokyo.
The Underworld is made up of several different layers. The highest one, which is still very far below ground, is known as Former Hell, which was once Hell long ago, before the Yamas decided to relocate due to overpopulation. The Former Capital and the Palace of the Earth Spirits are located on this layer, supposedly at the center of what used to be Hell.
Below that, accessed via a hole in the courtyard of the Palace of the Earth Spirits, is the Remains of Blazing Hell, which produces the heat for Former Hell. Below even that lies the Nuclear Furnace, seen in Stage 6 of Subterranean Animism, which is kept alight by Utsuho Reiuji, and functions the main power source for the rest of the Underworld.
Underground Geyser Center