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If you want to visit one of the more unique Arizona caverns, head to Coconino National Forest and enter the Lava River Cave. According to geologists, the cave was carved out by a volcanic eruption and lava flow over 700,000 years ago.
In places, it looks as if you are standing in a tubular cavern, burrowed out by some monstrous, underground worm. Ironically enough, considering how it was formed, this is one of the coldest caves you're likely to find in Arizona, with temperatures dropping low enough to form ice occasionally.
Like the two caves before it, there are no guided tours here. You’re expected to bring all of your own gear and look out for your own well-being while you’re in there. However, you shouldn’t let that scare you away from visiting one of the more unique caves in the US.