Via the always-interesting Subterranean Design Tumblr, I recently happened across this article, "10 Incredible Places Carved From Rock". It's positively brimming with images crying out for use in a dungeon of some sort. For example, check out this shot of Mesa Verde, a Pueblo cliff dwelling in Colorado:
Each and every one of those holes could be an entrance to somewhere different, depending on how deep it goes and suchlike. Even more impressive is Ellora, a temple complex and World Heritage Site in India:
And those are just a couple of the places on the list, any one of which would make for an excellent place to have an adventure or two.