The deepest dungeon I recall ever venturing in was 4 levels deep I believe. (Maze type scenario) I did however die somewhere lost on the third level and never say it all the way through. I must serious consider listening to NPCs that warn me against my ventures when they believe I am not strong enough to withstand the dangers. I have also been in a number of 2 level dungeons when I did live through previously.
Although not a "dungeon", in this same vein, my group, which was so large it consisted of two separate groups of characters, took a full 24 hours of real-time to travel from continent to continent for a 1920's horror game - I'd consider that to be the "deepest"/longest/most involved scenario.
Not sure. We once went into an abandoned mine that kept going down but how far down we don't really know. One thing that stood out to me was that we were more concerned about getting lost than how deep we were going.
How deep was it?
It took the characters in game time about 3 months to get to the heart of it. We never finished it, but we had a way out at any time. One of the party had put one of two connected portable holes in a safe house in town, they were one use only, The other one was with us. Our goal was to make it as far as we could and if we ever got to the point we felt we would die down there, we could use the linked hole to get out with no way back other then the long trek.
The dungeons endless depth was hard to count as some pathways down were a series of metal watersides or casting feather fall and jumping off a cavernous cliff side toward the lava pit below. Hoping to land on the bit of rock we could see and the corresponding cave entrance.
If I had to gauge it by miles, I would say perhaps as deep as a human can travel without the crushing wait of the subterranean pressure killing them. As at the deepest point before the game abruptly ended the Dungeon Master began to describe our feet as feeling heavy and our bodies as if something sat upon our chests as we walked. We had already resulted to having to use magical items to bring air with us and had begun to guess that this dungeon was the physical path into the gates of the 7 layers of hell described within the fantasy world.
Battleship Galigan was the largest dungeon I've ever made. Four floors, with tons of traps. Galigan was a spacesip, and I had been playing a typical Dungeons & Dragons campaign. So after a whole campaign of regular dungeons, the last dungeon was a spaceship. It was a fun contrast.