While the moon's surface is covered by millions of craters, it also has over 200 newly discovered so called pits that in some cases might lead to caves that future astronauts could explore.
The first direct proof of openings to subsurface lava tubes on the Moon came from the Japanese lunar orbiter Kaguya in December 2009. Further observations followed 2012 by the Lunar Reconnaissance Orbiter (LRO), a robotic spacecraft of the NASA. Higher resolution images revealed hundreds of additional pits and many morphological details.
Lunar caves have been theorized for over 50 years and the idea of going underground has always been around. Two of the most prominent pits - the Marius Hills Pit and the Mare Tranquillitatis Pit - have visible overhangs that clearly lead to caves or cavities and there is strong evidence that other overhangs could lead to large caves as well. Such caves protect not only against meteorites and radiation, they are thought to create a stable thermal environment and are therefore one of the most attractive targets for permanent lunar bases.
This map of the moon provides locations as well as dimension and depth for more than 200 lunar pits. Red markers indicate the most famous pits completed with images and additional information. Maybe Mister Musk should bury his crazy idea populating Mars and explore some of these super interesting pits on the Moon instead.