The Underworld. Not the "mythic underworld," but the literal, place-where-dead-folks-go underworld. You might head down there to get information lost to all but the dead, make sure an ancestor's spirit has been properly appeased, or even retrieve someone who ended up there accidentally. (If the lord of the underworld is, like Pluto, also a god of wealth, you might have more traditional reasons as well.) Alternatively, character death might be the beginning of the campaign. You're trying to explore the place's geography and social structure, find old friends, relatives, and ancestors, and figure out where your place in it all is.
The Infinite Library. Mortals can't come up with spells on their own. All the spells that ever have been and ever will be known are buried somewhere in a dark catacomb that follows only the twisted logic of magic. "Researching a new spell" is a matter of piecing together from surface world research what you can of the laws of the place to make your best guess of where the effect you want might be found, and then diving into that deadly maze to retrieve it. (This is, I should note, more a twist on noisms Planescape Borges thought, brought on by Jeff's latest spellbook musings, than a truly new idea. Less scholarly arguments, more deadly monsters and traps guarding the occasional cache of scrolls, but still.)