Why has nobody just dug down?
I propose a machine, similar to one of these http://en.wikipedia.org/wiki/Tunnel_boring_machine and we set it up to build a tunnel at a 45 degree angle and to place concrete pieces around just like it normally would, except on its own. Water would be used to remove the material and if that became too difficult due to high pressure then. A station would be built to boost pressure every so often.
Who doesn't think it would be awesome to walk around at the same depth as an oil well normally is, or deeper. Because this drill is self contained it would have endless possibilities, at least until it melted or needed a cutting head repair.