From the Art Newspaper:
Few people have ever visited the long network of underground tunnels under the public baths of Caracalla, which date back to the third century AD and are considered by many archaeologists to be the grandest public baths in Rome. This underground network, which is due to be reopened in December, is also home to a separate structure, the largest Mithraeum in the Roman Empire, according to its director Marina Piranomonte. The Mithraeum has just reopened after a year of restoration work which cost the city’s archaeological authorities around €360,000.
To celebrate the reopening, Michelangelo Pistoletto has installed his conceptual work Il Terzo Paradiso (the third heaven), which he first presented at the 2005 Venice Biennale, in the gardens surrounding the public baths. The work, made of ancient stone fragments and pieces of columns arranged in a triple loop, represents the harmonious union of the natural and technological worlds, according to the artist. It will be on view until 6 January 2013.
Mithraeums were places of worship for initiates of the religious cult of Mithraism, which was centred around the Persian god Mithra and practiced throughout the Roman empire from around the first to the fourth centuries AD. A Mithraeum would usually exist underground, either in a cavern or beneath existing buildings, and was traditionally dark and windowless.
The conservation problems began when skylights were installed. The presence of sunlight coupled with the circulation of air altered the underground microclimate and caused algae to grow on the walls as well as water gathering in the 25 metre-long central hall. During the works the skylights were sealed shut, a collapsed vault was restored and the walls and flooring were cleaned. A lighting system was also been installed to compensate for the closure of the skylights.
The Mithraeum was discovered a century ago and was almost entirely devoid of decoration. Only a small and poorly conserved fresco of Mithra remained, although the site had other significant features including the fossa sanguinis, a two-and-a half-metres-deep square pit in which new initiates would be lowered to receive the blood of a specially sacrificed bull.
The Mithraeum is due to be connected with the other branches of the underground network to form a single visitors route, although two further adjacent spaces have still to be restored before this can happen. Restoration work is expected to take around two more years.
One thing I’ve been meaning to look into is to try to get a handle on how many “Mithraeums” there were in Rome … just a stone’s throw away from this one (I think) is one near the Circus Maximus.
rogueclassicism 
The Baths and the Circus Mithraeum are ~1mi apart.
The Circus Mithraeum was either behind or below the ‘Starting Gates’ at the NW end of the Circus.
I believe only 6 Mithraeums have been found within Rome, the one with the easiest public access is the Mithraeum of San Clemente
http://en.wikipedia.org/wiki/Basilica_of_San_Clemente
The Mithraeum of the Circus Maximus must be prebooked so any Rome visit has to coincide with its opening days.
In ’06 I booked an English tour (the official tour was in Italian only) with Contexttravel.com which provided some of the photos in your ‘Circus Maximus’ link.
The other Mithraeums in Rome besides the others already mentioned are at; Santo Stefano Rotondo, Santa Prisca Basilica and the Barberini Mithraeum but they are either open rarely of not at all AFAIK.
To find the official limited openings of the many closed sites try googling “Monumenti Aperti” Roma.
There are a few in Ostia Antica the best is at the ‘Baths of Mithra’ which is underground with a reproduction of the ‘Mithra killing the bull’ statue found there which is now in the site museum.
This map page sez there are ten mithraeum in Rome. http://www.mithraeum.eu/map.php I’m going in 2 1/2 weeks and will try to get in at least three: Santa Prisca, Circus Maximus, and San Clemente.