A group I have been running in the Lost Lands came up with an underdark group. There was good reason at the time. Two were Drow and a couple of dark gnomes and a hobgoblin I believe.
They were not greeted with love where ever then went. As a matter of fact due to some unfortunate events Drow were banned from Bard's Gate by law due to some of their exploits.
The Lost Lands is rough on characters, and they are down to one Drow, and one dark gnome.
And they stay away from large cities these days.