With two spots right here in Southeast Minnesota and two just across the border in Wisconsin and Iowa, each one makes for an easy family day trip. 4 Underground Caves in the SE Minnesota Area You Can Tour Looking for a cool escape from the summer heat in Southeast Minnesota? Step inside four incredible underground caves located right in our region. From 60-foot subterranean waterfalls and ancient fossils to underground boat tours and crystal-lined passages, these natural limestone caverns stay a crisp 47°F to 50°F year-round. Scroll through the gallery below to explore the best cave tours near Rochester, MN.