There are none mentioned that I know of. All we hear of is the main door into the crypts.
The door to the crypts was made of ironwood. It was old and heavy, and lay at a slant to the ground. Only one person could approach it at a time. Osha tried once more when she reached it, but Bran could see that it was not budging. "Let Hodor try."
A Clash of Kings, Bran VII
It's worth noting that Winterfell has hollow walls, or at least piped walls, where hot spring water runs through and so if the engineers (Brandon the Builder) thought about that they probably thought about ventilation in the crypts.
Of all the rooms in Winterfell's Great Keep, Catelyn's bedchambers were the hottest. She seldom had to light a fire. The castle had been built over natural hot springs, and the scalding waters rushed through its walls and chambers like blood through a man's body, driving the chill from the stone halls, filling the glass gardens with a moist warmth, keeping the earth from freezing. Open pools smoked day and night in a dozen small courtyards. That was a little thing, in summer; in winter, it was the difference between life and death.
A Game of Thrones, Catelyn II
We also know that Bran and co managed to survive in the crypts when Theon took it and so there must be some sort of ventilation down there otherwise that would not have been possible. Of course we're talking about different volumes here but the principle is the same.
"The legs, I could tell... the clothes fit, but the muscles in his legs... poor lad..." He coughed, and blood came up from inside him. "You vanished... in the woods... how, though?"
"We never went," said Bran. "Well, only to the edge, and then doubled back. I sent the wolves on to make a trail, but we hid in Father's tomb."
"The crypts." Luwin chuckled, a froth of blood on his lips. When the maester tried to move, he gave a sharp gasp of pain.
A Clash of Kings, Bran VII
Lastly, we know of an underground town, Mole's Town, and I don't think there's mention of ventilation down there except for the main entrance. Again, considering people live down there, it is safe to assume there is some form of ventilation.
Mole's Town was bigger than it seemed, but three quarters of it was under the ground, in deep warm cellars connected by a maze of tunnels. Even the whorehouse was down there, nothing on the surface but a wooden shack no bigger than a privy, with a red lantern hung over the door. On the Wall, he'd heard men call the whores "buried treasures." He wondered whether any of his brothers in black were down there tonight, mining. That was oathbreaking too, yet no one seemed to care.
A Game of Thrones, Jon IX