If you mean going down through the ground, Then various layers of rock, water, and maybe oil, then more rock until you got to about 30 miles down and you would start coming across molten rock which looks a bit like lava. You would probably have to stop at this point because the temperature would be too hot to survive.
If you mean what is under the planet Earth, then more space. Most of the stuff in the solar system is on approximately the same plane (think imaginary flat disc) rotating around the Sun. If you were to launch a rocket from the south pole going into space, you would be pretty unlikely to hit anything until you left the solar system
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