Seen in passing in Commander w4sted's dreams, The Shaft he was falling down turns out to be real in Season 2, Episode 9.
Little is known about this shaft so far. It is reachable from an irregular tunnel that connects the bottom level of w4sted's bunker to the top of the shaft. The connecting tunnel itself has a double-door seal at the top.
The top portions of the shaft appear to be highly engineered and regularly smooth, but the bottom levels of the shaft either have protrusions or are deep enough to experience the Coriolis Effect, as a flare dropped straight down the shaft appeared to bounce around frequently before it dropped out of sight.
At the bottom of the Shaft, there seems to be a small tram station and a large amount of debris.
Behind The Scenes[]
It should be noted that in Space Engineers, objects in the game cannot go deeper than 10k on a planet and will de-spawn automatically. Gravity at that level is down to about 0.90 of Earth norm. As such, w4sted's point about not having enough hydrogen to get back out is likely well-founded.