In a big dungeon designed for multiple forays (perhaps as the campaign centerpiece, like Castles Greyhawk and Blackmoor were) it can be very useful for the DM to do a little vertical mapping. This sort of info is especially handy when the PCs start digging their own tunnels or when a teleport goes awry. Here are some examples of the sort of thing I'm talking about.
The original sample cross-section, from OD&D Volume 3:
One of the awesomest examples in the field comes from the '78 Basic Rules, the so-called Blue Book version of D&D. Dig that skull-faced dungeon entrance!
"The Pit" is the sort of feature that is absolutely necessary for a good megadungeon. Quick access to lower levels is important later in the campaign, as higher level PCs will bore of constantly having to traverse levels 1, 2, and 3 just to reach the 'real adventure' beyond. And any low level party bold enough to make the descent into the Pit deserves whatever treasure they can wrest from level 6!
Here's my man Erol Otus with his sample cross-section from the '81 Basic Rules. What's extra cool about this example is that it ties in directly with the sample level provided, making this chart a blueprint for fleshing out the rest of the Haunted Keep dungeons.
Here's the cross-section from module B4 The Lost City. That module is wicked cool. It's a great example of a sword & sorcery/lost world outing and is easily expandable into a full-fledged campaign.
For a scan of one DM's use of cross-sections, check out the "Dungeon Elevations" pics at grodog's Castle Greyhawk Archive.
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