The Underground is a nickname for the underworld influences ran by the more unsavoury types of people. Anything illegal general takes place here, and it's rumoured that the base of all supervillains is also located somewhere in the depths of the Underground.
If the Underground is all that's wrong with the world, than Capitol City is all that is right. Polite citizens, trustworthy (for the most part) politicians, sunny blue skies... And somewhere in the city is the base of Capitol City's heroes, though no one actually knows where....
Right outside Capitol City is what some people call the No-Man's Land, though it's not quite as dangerous as the title would suggest. It's just a few smaller towns that choose to be neither good and bad, and are therefore home to the various superhumans that don't feel like choosing either.