Underground Wonders

More than just a hole in the ground, every cave has its own story. Caves are born in many different fashions, which leave them with different personalities.
Lava Tubes
Lava tube caves are formed when lava flows down the side of a volcano. The lava exposed to the air cools and hardens first, while the lava underneath continues to flow out, leaving an open tube behind when the eruption is finished. The longest and deepest lava tube is 40-mile-long Kazumura Cave on the southeast slope of Mauna Loa in Hawaii.
Tree Molds
Mount St. Helens has plenty of lava tube caves, and some lava tree molds. The tree molds were formed when an eruption 1,950 years ago knocked down trees and covered them with lava. When the trees burned, the opening left behind would be a perfect mold of the logs.
Sea Caves
Sea caves are erosional caves, formed by the action of waves against rock, usually along an existing fault. The Blue Grotto of Capri is a popular and photogenic cave due to the appearance of light from the bottom of the cave. Sunlight enters the cave through underwater channels and reflects off the limestone floor.
More types of caves, after the jump.
Wind Caves
Wind caves are formed by erosion of sandstone by blowing wind. They tend to be pretty shallow and rounded. Gaviota, California is home to some beautifully sculpted wind caves.
Glaciar Caves
Glaciar caves are also erosional, usually carved by mountain streams flowing into glaciers, but can also be formed by volcanic heat from below. Pictured is a cave carved by water flowing into the Fox Glacier in New Zealand.
Limestone Caves
Solutional caves are formed when the existing rock is dissolved. The most common type is the limestone cave, because rainwater and groundwater contain acids which dissolve limestone over time. An example is Mammoth Cave system in Kentucky, the world's most extensive cave system at 367 combined miles (and still not completely mapped)!
In New Mexico, Lechuguilla Cave and Carlsbad Caverns are a different kind of solutional cave. They were formed by sulphurous acids rising from below. The minerals from the acidic fumes leave amazing and fragile gypsum and sulphur formations such as chandeliers, soda straws, and cave pearls. Although Carlsbad Caverns is a major tourist draw, the more recently-mapped Lechuguilla Cave is off-limits to visitors in order to preserve the environment.
Salt Caves
For all kinds of information on caves, I recommend a tour of The Virtual Cave.