Just a quick introduction. I'm currently running a 'hex-crawl' or wilderness mega-dungeon. This was inspired by the 'west marches' over at ars ludi. It would be a west marches game, but my player base is small and consistent, so it ends up just being a sandbox.
One of the challenges of an environment like this is that you need a bunch of places for dungeons to be. So here's a list of where you might find dungeon entrances.
1 - Down a well
2 - Down a sink hole
3 - At the bottom of a cesspit
4 - Beneath a logan (a stone that pivots)
5 - In a vaulted crypt
6 - Down a staircase (any staircase, say perhaps in their own castle)
7 - Beneath a trapdoor in the floor (PC's could fall through)
8 - Through a magic portal (This can be a magic Gate, Arch, or Door)
9 - Teleport
10 - Beneath a sewer grate
11 - Behind a secret door in a cellar
12 - An underwater grotto
13 - A storm/sewer outlet
14 - Beyond a cave mouth
15 - Through a mine entrance
16 - Under a coffin in a grave (or underneath a graveyard, possibly leading to a necropolis)
17 - Down or up a tight chimney shaft
18 - Concealed by a statue
19 - Under a throne
20 - Behind huge doors
21 - Quicksand hides the entrance into the dungeon.
22 - Inside a giant monster shell (or inside a monster)
23 - Entrance revealed in certain conditions (light of the moon) or a natural arch (trees, weathered stone, etc) that becomes a portal only at a certain time or only when the light of the moon or a certain star shines through it,
24 - Behind a waterfall
25 - Across a magic river
26 - A strange building that is not what it appears.
27 - At the top of a mountain
28 - Behind a revolving bookshelf
29 - A pole that leads underground
30 - A ladder standing in the middle of a field going seemingly nowhere, till it is used
31 - A magical painting (there could be a whole gallery)
32 - A small hatch in the ground (differing from a trap door, by the fact that it's probably raised like most hatches)
33 - A ship (marooned on shore, or perhaps in a place far removed from the water)
34 - Inside a hollowed out tree, entrance through hollow knot in a massive tree or perhaps by climbing down the roots
35 - Pitfall in an ornamental labyrinth
36 - A rent in the ground
37 - A magical portal in a field (differing from magic gates and arches by virtue of it being found in an unexpected place)
38 - A sarcophagus (it has a hidden stairwell instead of a body)
39 - A cave entrance underneath an overhanging cliff by the sea
40 - A perfectly round tunnel that has suddenly appeared.
41 - A large stone door that is protected by two massive golem-creatures attached to either side.
42 - A wall with 13 doors, only one of which leads inside the dungeon. Opening a door causes a curse or a trap
43 - Inside a cloud or fog or mist
44 - The door is made of several sigils scattered throughout various places. Once all sigils are collected they can be placed on the wall where the door will appear once every sigil is in it's right spot
45 - Hidden beneath an arena
46 - A normal looking cellar entrance
47 - A path underneath arched vegetation leads underground
48 - An incongruous bronze door in an otherwise ancient, ruined, supposedly haunted city
49 - A magic key, when used in conjunction with any normal door, leads to the dungeon
50 - A book (when read causes the dungeon to appear around the players)
51 - A skylight in a cathedral (either entering from the top or bottom)
51 - A hobo's box
52 - A slide, perhaps with an activation phrase (Such as 'Whee!')
53 - The skull of an ancient giant creature
54 - A puzzle that when completed becomes the entrance
55 - A cave that is only revealed when the tide is out
56 - A building that is partially buried underground, causing you to enter through the ceiling
57 - In a wine barrel
58 - The inside of a forge, kiln or oven
59 - A river that flows into the ground
60 - A mirror
61 - Inside of a safe
62 - An object that when exposed to an element (water, air, fire) creates an entrance.
63 - A ray of light or energy that creates a path into a dungeon
64 - Inside a menagerie or zoo.
65 - A cave in the shape of a skull, or dragon, or dinosaur
66 - A rocky path leading from the shore out into the ocean
67 - Inside a painting
Any other suggestions, and I will surely expand the list.