Three-and-a-half floors below the crowded surface, there is nothing but muffled silence and the quiet dripping of water in these dark vaults, so it's not difficult to understand why authorities rarely ventured below ground level.
"We've found 280-year-old wine bottles, and lots of oyster shells down here," McGhee reveals, her face lit by candle-light in one of the vaults.
"Oysters used to be the cheap fare of pubs, and common in these drinking dens."
Her account of the strange stories that have come from these underground passageways make for some dramatic tales.
She delights in sharing the rumours of the bizarre clubs that met here, so-called gentleman's clubs, suchas the Six-foot Club (in which you had to be over the required height to join) and the Spitter's Club (in which spitting competitions were held). "Ladies, don't get involved with a man from Edinburgh, they are a bit strange ..." she advises.
But on a more nefarious note, McGhee explains the Hellfire Club, which practiced anti-Christian rituals involving sacrifices, sometimes human. "We believe the Scottish branch met here, under the Southbridge." Even more worrying, is the body-snatching that became profitable here in the mid-1800s, leading to the notoriety of murderers of Burke and Hare.
The two inn-keepers who killed guests and sold their bodies to the local medical school form one of the city's most famous legends.
In this rabbit-warren of rooms, stories of these mysterious deeds is enough to give you goosebumps, but thankfully, we are lead back up to the surface safely. Her ghost tour later in the evening though, is another story altogether ...
CHECKLIST
Getting there: Qantas offers regular flights from Sydney to Edinburgh, via London.
Where to stay: The Rutland, with its superb location and award-winning restaurant make it ideal. See www.therutlandhotel.com
What to do: Tours can be booked at mercattours.com.
Further information: See visitscotland.com
* Kate Roff paid her own way to Edinburgh.
