The world above is a place of shining light and harmony. Not much good for you though. For your crimes, whether petty theft or insurrection, you were exiled into the depths. Stripped of your possessions, and sent through the magical gate, you are now in an unknown world below.
This is basically a variation of the "underdark" concept, of the underworld ecology, with the entire campaign taking place in the dungeon. Assuming large enough caves, you can still have "cities" of refugees, underground dwellers and so forth, and they'll still form factions and struggle with each other.
A lot of interesting things that must be addressed:
Are there large scale manufacturing abilities? If so where? Underground mines for iron? If not, good quality equipment will be a rarity and you can enforce a level of scavenging that might make for an interesting campaign.
Maybe the only source of new steel weapons is the orcs? What do the heroes do now?
Where does food come from? Cave fungus? Are there underground animals to hunt? Without reliable farming (or magic), how will a population group support themselves?
What are the effects of long time exposure to the underdark? Maybe those who've been in exile for years slowly get magical abilities? (1 in 6 chance every year of getting a random level 1 spell as an innate ability once a day)
Did the exiles band together or spread out? How do they view newcomers into their realms? Are anyone trying to return to the surface?
How did other dwellers in the depths react to the growing incursion of humans (and demihumans)?