Neverwhere/WMG

Neverwhere takes place in the London equivalent of the Shibuya underground

 * Only people who have slipped through the cracks, or whose minds have cracked, can see and interact with those in the UG.
 * There's a mysterious governing body of barons and rats. Composers?
 * Those shepherds. Why should we pray never to meet them. Would they happen to be erase-happy Reapers?
 * As Hunter said of, sometimes they come back.
 * Perhaps in a world under the Underground, , and fight through seven days of tasks for another chance at life.

Croup and Vandemar were involved in the crucifixion of Saint Andrew.
Because if they had crucified anyone, it would most likely have been on a Saint Andrew's Cross. They've been shown to use one, it brought back specific memories, and if it was someone famously crucified on one of them a little less than two millennia before the events of the book, it would most likely have been Saint Andrew.
 * This troper assumed it was, you know, Jesus.
 * Everyone does. You'd think otherwise after considering that Jesus is widely considered to have been crucified on a St. Anthony's (T) cross or a latin (t) cross, but no, people just go for the big name.

The Old Firm's last job prior to the monastery commission was catching a wooden golem for a puppetmaster.
A fox and a wolf known for making people deliveries and doing murders to people whose last job was in late-medieval Italy? Sound familiar?
 * It's actually a fox and a cat but probably the fairy tales author just got it wrong. Also: "The Fox is portrayed as the more articulate of the two, with the Cat usually limiting itself to repeating the Fox' words."

Croup and Vandemar are responsible for most if not all of the more unsavoury Reynard and Ysengrin/Isengrim tales.
The less unsavoury tales are mostly Bowdlerized versions of their tales and made up from wholecloth, but there may be another, less malicious pair, sort of a set of Reverse Evil Twins.

Richard's still in the Ordeal.
Only an angel or God it/him/herself can get through, there is no way for a mortal to pass.

Richard had a nervous breakdown; there is no London Below.
He may have had a remission or two, but he's quite mad.
 * Alternatively, there is a London Below, but he can't go back there, and realising that drives him insane. The final scene is a hallucination.

Richard had a nervous breakdown; there is no London Above.
Richard's stress of being the Warrior of a subterranean civilization caused him to briefly hallucinate about some sort of crazy, new-fangled city on the surface.

Sheer madness.

The Marquis called in Door's big favor in part by teaching him how to Open.
Explains the ending, and only the Marquis could keep track of Richard and know about his desire to return because, well he's the Marquis. And the ability is teachable (otherwise how would someone who married into the family walk about the House?), although perhaps not as easy to use or learn for someone without the Talent. Ofcourse this means that Richard now owed him a big favor as well eh? -Not much reason to think it's teachable. Mainly because there's not much reason to think anyone can marry into the family. Mainly because there's no indication that anyone ages in London Below. I suspect that Door's grandfather was the founder of the House of Arch.

Mr Croup and Mr Vandemar are ghouls...
...Like the ones from The Graveyard Book. The physical descriptions are very similar, as are their diets. Could well just be Mr. Gaiman reusing things, though.
 * Except that they don't look like withered corpses, and while ghouls are described as diminutive, Mr. Vandemar is huge. I find it seriously unlikely that those two are meant to reflect any kind of established mythological creatures.

The series takes place in the Old World Of Darkness.
The London Underground in it's entirety exists in the Umbra. Door, Hunter and The Marquis de Carabas are Mages, with Door obviously taking several levels in Correspondence. Islington is a Demon, trapped in the Abyss, and Croup and Vandemar are Nephandi serving him. The Velvets are some bizarre, all female bloodline of vampires, or perhaps simply some of the residents of Enoch, which is said to exist in the Umbra.