It's not unexplored per se, but the Ploutonion at Hierapolis emits toxic gas intense enough to kill most living things in moments, and was assumed to be a gate to the underworld. In a rather illuminating display of their culture, rather than avoiding the Cave of Painfully Slow Asphyxiation, the Romans turned it into a tourist attraction at which one could purchase a live animal to throw in or meet Oracles of Pluto who had been through into the cave and lived.