A rather rare thing is a natural cave used to build a road or railroad tracks through. To do this the cave has to have two entrances, be big enough and the location has to be somewhere, where a road is needed. It is easy to understand that this happens very rarely.
Caves of this type have an enormous benefit: you can visit it by driving through! On the other hand, it is rather hard to see much of the cave if you drive through with maybe 80 km/h. This is also the reason why some are now closed to road traffic.
There are at the moment six caves with a road built through, and one with a railroad.