The only underground structure that can generate is Strongholds.

List of Missing Underground Structures:

• Mineshafts: (can be located using the /locate command, but does not generate the structure, probably another bug of it's own)
• Ancient Cities: (do not generate in a valid Deep Dark world)
• Trail Ruins: (do not generate in a world that is one of their valid biomes)
• Trial Chambers: (do not generate)