Because mithraea were small, sunk below ground and often built inside other structures, an unusual number survive well enough to walk into.
Rome has several, including the mithraeum beneath the basilica of San Clemente, reached through two earlier levels of building, and the painted mithraeum under Santa Prisca on the Aventine, whose walls carry processions of the grades and lines of verse scratched into the plaster. Ostia, Rome's port, has produced around eighteen, among them the Mithraeum of Felicissimus with its mosaic of the seven grades.
Dura-Europos in Syria, a garrison town abandoned in the 250s, preserved a mithraeum with painted walls and dated dedications by Palmyrene archers. Its paintings were removed to Yale in the 1930s, which is why they still exist at all.
In Britain, the mithraeum at Carrawburgh on Hadrian's Wall survives as low walls with replica altars standing in place. The London Mithraeum, found in 1954 during postwar rebuilding and reassembled badly nearby, was in 2017 reinstalled close to its original position and depth beneath an office building, where it can be visited free of charge.
The rooms themselves tell you something the texts cannot. They are small, most holding between twenty and forty people, with benches along both sides facing inward across a narrow aisle. Worship meant reclining close together in near darkness, eating and drinking, in a space deliberately built to feel like a cave. Whatever the doctrine was, the setting was intimate and the congregation was tiny.