That place is Shawnee Cave Amphitheater near Murphysboro, and it offers something most concert venues simply cannot replicate. Why Shawnee Cave Amphitheater Stands OutShawnee Cave Amphitheater sits at 3747 Illinois Route 127 near Murphysboro, roughly 10 miles south of Carbondale. What to Bring and Confirm Before ArrivalPacking for Shawnee Cave Amphitheater is a bit different from preparing for a stadium show. Southern Illinois summers are warm and humid, and insects are a genuine consideration after dark near a wooded, waterfall-adjacent site. One practical note: the terrain around a natural rock amphitheater is not the same as a paved arena concourse.