If you ever have to completely improvise a megadungeon (for some reason, may god have mercy), find a map of a large, asymmetric shopping mall, preferably with multiple levels for the layout. 
Find the directory and use individual stores as loose prompts off of which to riff. American Eagle? Maybe the nest of imperialistic birdfolk. Hot Topic? A cult popular with the youth in the nearby village. Etc.
Consider history and factions throughout play, jotting down thoughts (especially thoughts from your players). After the first session, you can ossify these loose connections into something solid enough for long term play.
I don’t necessarily recommend improvising a whole megadungeon. But if you simply must, a mall isn’t a bad place to start.
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