The L&BR/LNWR and its sidings were carried on an embankment above the local street level. The associated sheds were founded on mass concrete piers. Other early railway buildings in Camden Depot were raised on foundation vaults. The vaults and other underground features represent many phases of goods yard development from 1837 to the early 20th century, but the most important divide into three periods: 1839, 1846 and 1856. Their extent is remarkable, but they should be seen primarily in the context of their use for stabling and goods storage, including bonded stores, and their connections with goods interchange. The edges of the site, including the stables yard, were the only open areas at street level. 

Apart from the vaults of the stationary winding engine house, only a small part of the first phase of 1839 survives, under the NLR at Horse Tunnel Market. Some of the vaults under the original goods sidings can be seen at the far end of the first (eastern) arches under NLR and in the shops on the west side of the bridge under the NLR that connects Horse Tunnel Market with Stables Market. Part of the buttress walls is apparent in the northern part of Horse Tunnel Market. 

The major redevelopment of 1846-7 included the Construction Shop, which was brought up to the level of the rails on a rectangular grid of vaults, originally covering an acre, that was used for stables and general stores. It was part of these vaults that formed the so-called “Camden Catacombs”. At their southern end the vaults had already been partially filled during construction of Morrison’s car park. The 25 main arches were taken back to the NLR viaduct in 2007 as part of developments in Stables Yard. At the same time they were further shortened from the south on safety grounds in order to limit their length, and the cross arches were closed to create the linear retail outlets that can be seen today. 

Vaults were built around 1855-6 on the west side of the Interchange Basin for Allsopp’s Ales, under the forecourt of the present Interchange Warehouse and under the present 30 Oval Road. These were later taken over by Gilbeys as their No. 1 Bonded Stores. Until the redevelopment of the former railway offices at 30 Oval Road as Henson House all had survived, but now only about 60% remain as a complete group. They are not currently accessible, the main entry route via the stairs of the Eastern Horse Tunnel having been incorporated into the social housing entrance of the Henson House development. 

When the present Interchange Warehouse was completed around 1905, Gilbeys used the basement under the east side of the warehouse as a bottle store. This survives but is not currently in use.