There are a number of caves associated with King Arthur. One is located on the Isle of Anglesey, where Arthur was thought to have taken shelter during his strife with the Irish. His treasure may have been hidden in a cromlech, surrounded by stones, which once stood there. The treasures was said to be guarded by supernatural creatures.
Another is on the edge of the Forest of Dean in Wales; another is located at Craig-y-Dinas.
See also
Cave Legend | The Legend of King Arthur
Source
Physical topography in Britain and elsewhere.