We went down in the basement and found a tunnel leading to the church close to it. Could this be a house that was on the Underground Railroad?

Could be, start your research here Levi Coffin House - the "Grand Central Station" of the Underground Railroad (http://www.waynet.org/levicoffin/default.htm#indiana)

Very possible, also some tunnels were there for moon shiners, also during civil war and other times there were tunnels made for merely escape if attached.

So how old is your home,