The world is not what it appears.

Beneath the streets, there is another world. A world of fairies, vampires, elves. changelings, trolls. The things that go bump don't just go bump in the night, but all the time, hidden on and under the streets of major cities, kept secret by a thin veneer of glamour, a little bit of carefulness, and a helping of "it's someone else's problem."

How do I make a setting like this?
The idea is that up until this point the players have thought that things were normal, only slightly weirder, and then they find out that there's this whole hidden world where logic and proportion have fallen sloppy dead. They're introduced to a mythical creature or two, and the fact that there's a labyrinthine city in the sewers where the things that live in fairy tales live.

How can I pull this off without having to download the WoD sourcebooks or something like that?