"Underground" serves as the theme song for the film Labyrinth, a story about a girl navigating her emotions and self-discovery. David Bowie, who also starred in the film, chose a gospel style for the song to capture this emotional depth, believing it to be the most emotional music. He recorded it with a large chorus of backing vocalists, including Chaka Khan and Luther Vandross, as well as the Radio Choir of the New Hope Baptist Church. The track also features the distinctive lead guitar work of blues guitarist Albert Collins, which Bowie described as "savage" and "rough." At its heart, the song embodies a journey of profound feeling and inner exploration.