If you're travelling from Loei to Nong Bua Lamphu, don't miss this amazing cave, 2km off the main highway in Wat Tham Erawan. The cave is in a group of rugged karst hills and is accessed by a steep but easily climbed stairway. The cave, with a big Buddha statue at its mouth, is very large and open. The climb to it goes through pockets of bamboo forest and has splendid views of the surrounding forested hills and cultivated fields.
Don't stop at the entrance: if you keep going in until the light is very dim, you'll come across another section where a hole in the roof of the cave lets down shafts of sunlight, making for a spectacular atmosphere.
The cave is tended by the monks of Wat Tham Erawan. You'll see a number of donation points in the temple, including a rather bizarre talking skeleton asking for donations for paupers' coffins. The temple is along Rte 210, just across the Nong Bualamphu Province line. Buses from Loei (25B to 35B, 1¼ hours, every 30 minutes) to Udon Thani will drop you at Ban Na Wang on the main road, 2.5km away. You can catch a túk-túk from the Sunthorn Withaya school to the cave for 200B return.