Na'amen Gobert Tilahun reviewed Underground Airlines as well as The Underground Railroad in Strange Horizons and discussed several aspects of both books. That review mentions speculative elements in Whitehead's book beyond the railroad mentioned in the title, in case you are wary of spoilers.
I have read John Henry Days, The Intuitionist, and I think at least one other Whitehead book, and am trying to reflect on how Whitehead approaches and uses the railroad, because I think it's different than the way a lot of speculative fiction authors do, and has more in common with how other mimetic fiction authors tend to use speculative premises. I want to compare The Underground Railroad to Never Let Me Go, where the story doesn't concentrate on (or, sometimes, even mention) the origin story of the big plot premise, and instead the story is entirely about the lives of people living or resisting -- just for themselves, to survive or thrive -- within that system.
* I think Whitehead deliberately works to make the book accessible to people who have not previously read slave narratives, fictional or nonfiction -- I think he spells out subtext more often than he would if he assumed the reader had more of a grounding in antebellum history or the history of anti-black racism in the US.