Neil Gaiman later published a "preferred text of Neverwhere" as a novel. His own vision of it was somewhat different from what wound up on the screen. Much of his dialogue and ideas had to be cut for one reason or another. And every time the BBC cut something he really liked, he said to himself "Not a problem. I'll put it back in the novel."
Neil Gaiman originally created characters named Mr. Croup and Mr. Vandemaar for a children's book he started, but never finished, when he was 18. In the story, they are sitting in a cellar in 14th century England eating a puppy. Gaiman had forgotten about the story, created what he thought were brand new characters for Neverwhere named Croup and Vandemaar, and only remembered their original appearance later when he ran across a copy of the children's story while cleaning out some of his papers.
The title Marquis de Carabas is the title given by the feline trickster Puss to their master in Charles Perrault's children's book Puss in Boots (late 17th century). In French the last name is pronounced Carabah, but British people traditionally pronounce it Carabass. Neil Gaiman always pronounces it this way in his official statements, so all the actors were obliged to follow.
Neil Gaiman wanted the Floating Market scenes set at Harrods in London. But they wouldn't let him so they had to settle for a marquee instead. He did get to use Harrods in the book though.
Neil Gaiman toyed around with the idea of doing a sequel. But he and the BBC could never agree on how much money to spend so the idea was dropped. Gaiman, however has not discounted the possibility of writing continuing the story in books.