The Lore
Dwarfs do not live by a code of laws as understood by humans. They do, however, have a tradition of rules handed down from antiquity and modified from time to time by students of these rules called Grags. This code of conduct does not carry the specific penalties usually associated with Human laws, but it seems to be observed more closely. The body of rules and customs is known as the Lore. A large section of it is more precisely codified and similar to Human civil law: the mining laws called Kruk.
Dwarfs do not usually consider that the laws of other species apply underground and this tends to be the case in Überwald and the Ramtops but Commander Samuel Vimes has made it clear that the law in Ankh-Morpork goes all the way down.
A form of the Lore is also known to Werewolves, but it is much less important in their lives. It doesn't seem to be much more than the rules of the Game and even these aren't followed uniformly. Werewolves aren't that keen on rules and restrictions.
Annotation
In the accent of a certain class in certain areas of England it may be difficult to distinguish "the law" from "the lore".