Using conduit with THHN
Any time you are running bare conductors in a dwelling unit that are not part of a cable system such as NM or MC, then they must be run in a conduit. Once you get to the exterior of the unit you could transition to a Direct burial cable such as UF or you could continue in a conduit system.  The most common under ground conduit would be PVC and it could also be used under the house. 

good luck

Special note: Most conductor insulation is multi rated but a straight THHN rating is not rated for wet locations it should also be labeled as THWN to be approved for buried circuits.