Caves on the moon.

Ok, so as I explore those dark caves on the Moon, I keep thinking about how they would have been created. I know the "big" caves were dug out by the Hive, ok Destiny lore that makes sense. But the smaller caves on the surface of the moon (if the Hive didn't make those) would have to have been made by water or wind erosion right? I guess what I am wondering is in real life there aren't caves like that on the Moon, or are there? I guess it would be pretty cool to explore a cave on the Moon. Anyways, been a really long time since my geology classes in college, but I think about it every time I go into a surface cave on the moon. Thanks again