In Italy they have sort of chambers underneath churches where there are hundreds of skeletons and human bones on ledges. It's really eerie and strange. I have never seen anything like this in Spain. All the tombs I know of in Spain have the bodies covered up. I was surprised when I was in Italy that they have all the bones on show. It is like being in a horror film.
I have been on the Sacromonte Abbey tour and they don't have catacombs in the way I have described above.
It is possible to see tombs in Granada. There is one next to the cathedral with Juana la Loca and Fernando and Isabel (the monarchs who gave Cristopher Columbus some funds to explore)
For underground stuff it may be more interesting to visit the Caves of Nerja on the coast. They are some large caves discovered only recently which contain the earliest cave paintings in Europe.
If burial grounds really rock your boat there are Dolmenes near to Gor and Gorafe near to Guadix. Dolmenes are burial chambers errected at about the same time as Stonehenge. They are not particularly amazing but it can form the basis of a nice car trip from Granada.
If you are interested in caves the cave museum in Purullena (near Guadix) is well worth 2.50 euros. (it takes about 40 minutes to see it)