Helsinki doesn't need flood protection, but we have a large (~25000 cubic meters) underground lake right in the center of the city for heat management: https://gizmodo.com/helsinki-built-an-underground-lake-to-co...

The local energy company is also converting some artificial caves, originally dug for oil storage, to similar use: https://www.helen.fi/en/news/2018/Gigantic-cavern-heat-stora....