Green’s Dictionary of Slang

1. (US Und.) (in) prison.

1884		Sedalia Wkly Bazoo (MO) 9 Sept. 8/6: Wiltshire, for trespassing was assessed the usual $3 fine. He didn’t have it, and went below.
1896		F. Hutcheson Barkeep Stories 133: ‘I’ll tell him dat I never was down below meself on ’count o’ bein’ a square guy all me life, but dat I know a few o’ me fr’ens dat was over de road’.
1906		Mexico Wkly Ledger 8 Feb. 3/2: He was arrested [...] having to serve his sentence ‘Down Below’.
1909		F.H. Tillotson How I Became a Detective 91: Down below – Alluding to the penitentiary.

2. (Aus., also below) Sydney; any southern city, which is ‘down below’ the outback.

1905		Otago Witness (NZ) 24 May 82/3: He’d made sausage meat of a good many big men from ‘down below’ [...] We got this information from Jim, the horse boy, who came up with him from ‘below’.
1905		Sun. Times (Perth) 1 Jan. 4/8: You son of forty guns — you are — / What brings you down below?
1914		Bulletin (Sydney) 1 Oct. 43/2: Travellers with big cheques, bound for ‘down below,’ sometimes called for a wet in passing, and in a few minutes were ‘dead to the world.’.
1945		‘More about Darwin’ in Mess Songs & Rhymes of the RAAF 4: They say that down below the pubs are chock-a-block with beer.