Kivi's Underworld shares the same universe with our other game, Depths of Peril.  Depths of Peril contains over 40 short stories so there is a ton of background story if you are into that kind of thing.

There is one short story that is directly relavent to Kivi's Underworld though.  The story named Depths of Peril is the story about Kivi's disasterous mining expendition that occurs right before Kivi's Underworld starts.

You can read almost all of the stories on the Depths of Peril story page.  Of course, you can also download the Depths of Peril demo or buy Depths of Peril.