In movies there are man-size tunnels where criminals or main characters are hiding or living. Do such tunnels exist in real life and, if so, why are they not controlled. Why is there still power on?
As others pointed out, lots of such places exist. Cities usually try to keep them locked, mostly so kids don't get lost in there. Where they fail, it's usually hobos who occupy them or adventurers who explore them - loads of videos for that.
Unlike the movies, criminals are usually not interested in them - difficult to get friends or employees there to protect your stashes or produce your goods, difficult to escape if the police comes for you, easy to have 'accidents' happen to you (Methane, CO, crumbling ceilings...) and so on. Also, a criminal who makes good money can have a villa with lots of bunnies, a big swimming pool and a place for a yacht instead - so why go underground?
The same with Batman's batcave, evil scientists' hide-outs in James Bond movies and so on. In reality very unrealistic, but makes for good movie scenes.
However, governments, sometimes with evil intent, do that regularly - mountain fortresses (Gibraltar and many others), mountain airbases (Germany in Czechia), subterranean production facilities (everyone) and so on. They have lots of money to spare and have less difficulty motivating people to work in such a place.