The Dungeon Plane is one of the only planes that touches all others, and one of the planes where Demiplanes can be created (the others being Ethereal, Astral, Dream, and Meta). It is alive, and cancerous. An infinite, ever-evolving Megadungeon. It is sentient but perhaps not intelligent. It grows and burrows into the other planes, connecting to places that could be defined as 'dungeon' and expanding them into true Dungeons. These dungeons are like split personalities or perhaps offspring, separate mindshards that can grow into their own. It is the Mythic Underworld, but not the place of the dreaming dead. Every dungeon contains a secret exit into the Dungeon Plane, and thus from Dungeon you can reach all possible places, save for perhaps a place of true peace.
Good luck finding one of those.