What is the name of an underground room for coal or wine?

The most common term for an underground room for coal is a coal cellar.

For wine, the term depends on the purpose and size:

* Wine cellar: A general term for any underground space used to store wine.

* Caves: Especially used for large, naturally occurring underground spaces used for wine storage.

* Cellar: Can be used for wine storage, but it's a more general term for any underground space.

* Vinoteca: (Italian) More of a wine shop or bar with an underground cellar.

* Caveau: (French) Often refers to a small, private cellar, especially in Europe.

The specific name used might vary based on region, size, and the type of structure.