Tintagel
According to legend, the local people say that the ghost of Merlin wanders around in the huge echoing cave on it’s shoreline, but Tintagel in Cornwall, and the connection directly to Arthur does not hold-up to close investigation. The cave lies under the promontory atop which Tintagel Castle rests.
It is unlikely that Merlin actually lived in the cave, but we are still left with the legend that it was where Arthur was conceived by his believed mother Igerna (Ygerne/Igraine) and father Uther Pendragon. As to the evidence surrounding whether his ghost exists, perhaps only a personal visit can answer this question.
Dinefwr Castle
Dynevor Castle
The origins of Dinefwr Castle in Wales can be traced back to the early medieval period, and was historically associated with the Kingdom of Deheubarth. According to local legends and folklore, the cave is said to be the place where Merlin was confined or imprisoned.
In the Faerie Queene, Merlin is said to have communed with spirits in this cave which is located below the castle.
See also
Merlin’s Hill Cave | The Legend of King Arthur
Source
Physical topography in Britain and elsewhere.