If you've been following discussions on sci.space.tech recently, you'll have seen a lot of discussion of the idea of using lava tubes as the basis for a (permanent) Moon base.
Lava tubes are long tunnels formed by flowing molten lava. They are well quite common in volcanic areas of the Earth, and can often be a mile or more in length.
We know that they exist on the Moon - one of the Apollo missions landed near to a feature called Hadley Rille. A rille is a valley created when the ceiling of a lava tube falls in. If you consider that Hadley Rille is visible from the Earth, given a moderately powerful telescope, you gain some idea of the size the Hadley lava tube must have been. You could comfortably put a village down inside it. We don't get lava tubes that size on Earth because the Earth's gravity is too strong.
Some rilles we have observed have gaps in them - sections of lava tube which have not collapsed. So we could postulate that in many places on the moon, there are these lava tubes: massive, naturally formed tunnels. But why are these tunnels so interesting for the purposes of colonisation?