Milos

The Catacombs of Milos, on the island of Milos in Greece, date from the 1st - 5th century, and are among the three most important of the 74 discovered worldwide, together with the catacombs of Rome and those of the Holy Land. It is possible that the Catacombs of Milos are older than the ones of Rome.
Read more here: 
http://www.catacombs.gr/