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I know it's possible to have tunnels and caves, because they're in Hoth, Polis Massa, and I think Dagobah. I can't figure out how, though. I tried placing a Polis Massa hallway and then raising the ground to cover it, but it just filled in the hallway. I tried digging holes at either end of the tunnel and placing a hallway object between them - same thing. How do I get a tunnel that I can walk through?

YOu need a model with a built-in terrain cutter. When you place the object, it automatically cuts a hole in the ground when you place it. From there, you can attach any object you like to complete your tunnel.

Try hoth_bldg_bunker.odf

I think you're thinking of "hoth_bldg_tunnel_exit." That's the common one from Hoth. There's also the short tunnel from Geonosis, the tunnels from Dagobah, the hangars from Polis Massa, and a whole slew of them from Rhen Var.