Did you know that there are caves and extinct lava tubes on the Moon? In 2009, the Japanese Aerospace Exploration Agency (JAXA) lunar orbiter, Kaguya, was able to take a picture of a potential entry to a cave (or lava tube). The hole in Mare Ingenii measured about 65 meters across and around eighty meters deep. Unfortunately, the picture does not not provide enough detail to see if it does lead to a subterranean passage, but given its structure there is a good possibility of it.
Such caves could provide protection from radiation and physical threats, and it could offer a shortcut to building a lasting moon base. The moon is not unique to such structures, since we have seen evidence of them on Mars before, and adopting methods to take advantage of them could pay off big dividends in space exploration.