Close to (and geologically part of) the Shetani Lava Flows, Shetani Caves are a result of volcanic activity. You’ll need a torch (flashlight) if you want to explore, but watch your footing on the razor-sharp rocks and keep an eye out for the local fauna – we’ve heard rumours that the caves are sometimes inhabited by hyenas, who don’t take kindly to being disturbed. Some of the Tsavo West lodges charge US$50 per person for guided excursions out here.