Underground laboratories provide the low radioactive background environment necessary to explore the highest energy scales that cannot be reached with accelerators, by searching for extremely rare phenomena. Experiments range from the direct search of the dark matter particles that constitute the largest fraction of matter in the Universe, to the exploration of the properties of the neutrinos, the most elusive of the known particles and which might be particle and antiparticle at the same time, to the investigation on why our universe contains only matter and almost no antimatter, and much more. After an introduction, I will recall a few historical facts and then summarise the ongoing research topics. I will then focus on two frontier challenges: neutrino physics and dark matter search.