The Wikipedia article on Zeus tells us (emphasis mine):

Although etymology indicates that Zeus was originally a sky god, many Greek cities honored a local Zeus who lived underground. Athenians and Sicilians honored Zeus Meilichios ("kindly" or "honeyed") while other cities had Zeus Chthonios ("earthy"), Zeus Katachthonios ("under-the-earth") and Zeus Plousios ("wealth-bringing"). These deities might be represented as snakes or in human form in visual art, or, for emphasis as both together in one image. They also received offerings of black animal victims sacrificed into sunken pits, as did chthonic deities like Persephone and Demeter, and also the heroes at their tombs. Olympian gods, by contrast, usually received white victims sacrificed upon raised altars.

Which cities had a Zeus Chthonios or a Zeus Katachthonios cult? Did these cults consider Zeus a sky god with chthonic properties, or a completely chthonic deity?

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Pausanias in its Description of Greece mentions during his visit to Corinth an image of Zeus Chthonios in a temple:

The images of Zeus also are in the open; one had not a surname, another they call Chthonius (of the Lower World) and the third Most High.

This has been confirmed by archeological findings (see Williams & Fisher 1975). The latter article also mentions that Zeus Chthonios was worshipped in Boeotia.

Additionally, in his 1908 article on The propitiation of Zeus, Hewitt mentions that an inscription has been found in Mykonos in which:

the worshipper is directed to sacrifice to Zeus Chthonius on behalf of the crops, and to Ge Chthonia, of which sacrifice no stranger may eat.

However one has to note that there is a controversy as to whether Zeus Chthonios and Zeus Katachthonios are indeed Zeus or in fact nicknames of Hades. It seems particularly clear for Katachthonios (see Fairbanks 1900 for instance) but less so for Chthonios which seems more linked to agriculture than to the underworld anyway. See Hesiod in Works and Days (lines 465-469) about Zeus Chthonios (here called by the translator "Zeus of the Earth"):

Pray to Zeus of the Earth and to pure Demeter to make Demeter's holy grain sound and heavy, when first you begin ploughing, when you hold in your hand the end of the plough-tail and bring down your stick on the backs of the oxen as they draw on the pole-bar by the yoke-straps.

In that sense Zeus Chthonios is not so much earthy because he is underground but rather because he is the giver of the fruit of the earth (to quote Fairbanks).

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